Yesterday the spot price was 56.08 and Calls with a strike = 52 were selling for...
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Yesterday the spot price was 56.08 and Calls with a strike = 52 were selling for 62.13. Today the spot price = 52.72. What are your arbitrage profits? Yesterday the spot price was 56.08 and Calls with a strike = 52 were selling for 62.13. Today the spot price = 52.72. What are your arbitrage profits?
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To determine if there is an arbitrage opportunity we need to calculate the profit that can be made b... View the full answer
Related Book For
Introduction To Corporate Finance
ISBN: 9781118300763
3rd Edition
Authors: Laurence Booth, Sean Cleary
Posted Date:
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