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Which of the following are potential arbitrage trading strategies? a. butterfly spread b. calendar spread c. straddle d. box spread e. put-call parity f. lower-bound

Which of the following are potential arbitrage trading strategies?

a. butterfly spread

b. calendar spread

c. straddle

d. box spread

e. put-call parity

f. lower-bound call

g. all of the above

h. a, c, d, and f

i. a, d, e, and f

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