Question: Consider a one period binomial model for a stock with an initial price of 5 0 $ , and the stock price can go up

Consider a one period binomial model for a stock with an initial price of 50$, and the stock price can go up or down by 20% in one period. The rise free simple interest rate is 10% per period. A call option has a strike price of 52 and matures in one period. If the call is traded at 10, how would you arbitrage?

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