Question: How do I solve this using the Black-Scholes Method? It is also important to recognize if put-call parity conditions are being met; if not, an

How do I solve this using the Black-Scholes Method? It is also important to recognize if put-call parity conditions are being met; if not, an arbitrage opportunity exists for the firm. In the following situation, identify whether or not an arbitrage opportunity exists if The call price = $1.15. Exercise price = $22.50. Time to expiration = 60 days. Put price = $0.55. Annual interest rate = 12%. The stock pays 0 dividends

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