Question: Additional Problem 1 Suppose put prices are given by + Is there any convexity violation? If yes, what spread would you use to effect arbitrage?

Additional Problem 1 Suppose put prices are given by + Is

Additional Problem 1 Suppose put prices are given by + Is there any convexity violation? If yes, what spread would you use to effect arbitrage? Additional Problem 1 Suppose put prices are given by + Is there any convexity violation? If yes, what spread would you use to effect arbitrage

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