Question: Call(50) = 9; Call(55) = 7; Put(50) = 7; Put(55) = 5. All options are on the same stock and have the same expiration time.

Call(50) = 9; Call(55) = 7; Put(50) = 7; Put(55) = 5. All options are on the same stock and have the same expiration time. Which strategy(s) yields arbitrage profit?

A.

Buy Call(50), sell Call(55)

B.

Sell Call(50), buy Call(55)

C.

Buy Put(50), sell Put(55)

D.

Sell Put(50), buy Put(55)

E.

Both A and C

F.

Both A and D

G.

Both B and C

H.

Both B and D

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