Question: #1. USING THE GIVEN INFORMATION: K=$55, r=9.53%, So = $55, T=1yr, c=7.p=1 Is there an arbitrage strategy? If so, what is the correct strategy? Draw

#1. USING THE GIVEN INFORMATION: K=$55, r=9.53%, So = $55, T=1yr,
c=7.p=1 Is there an arbitrage strategy? If so, what is the correct

#1. USING THE GIVEN INFORMATION: K=$55, r=9.53%, So = $55, T=1yr, c=7.p=1 Is there an arbitrage strategy? If so, what is the correct strategy? Draw out its relevant CF table as done in the lecture video What is its arbitrage profit? hint: use put-call parity relationship #1. USING THE GIVEN INFORMATION: K=$55, r=9.53%, so = $55, T=1yr, c=7, p=1 Is there an arbitrage strategy? If so, what is the correct strategy? Draw out its relevant CF table as done in the lecture video What is its arbitrage profit

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