# Question: Suppose call and put prices are given by What no arbitrage property

Suppose call and put prices are given by

What no-arbitrage property is violated? What spread positionwould you use to effect arbitrage? Demonstrate that the spread position is an arbitrage.

What no-arbitrage property is violated? What spread positionwould you use to effect arbitrage? Demonstrate that the spread position is an arbitrage.

## Answer to relevant Questions

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