European call and put options with strike price $24 and exercise date in sixmonths are trading at $6.50 and $8.20, respectively. The price of theunderlying stock is $22.50 and the interest rate is 10% per annum. How do

you exploit the arbitrage opportunity, if there is any?

asked by guest
on Nov 14, 2024 at 4:47 am



Mathbot Says...

I wasn't able to parse your question, but the HE.NET team is hard at work making me smarter.


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