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Question
Which one of the following represents an arbitrage opportunity?A. stock price of $18 and strike price of $20
B. call price of $0.40 and put price of $0.40
C. PCP-implied put price of $0.30 and call price of $0.28
D. PCP-implied put price of $0.30 and put market price of $0.31
E. PCP-implied call price of $0.20 and a put market price of $0.22
Answer
This answer is hidden. It contains 17 characters.
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Q:
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