Question: If Put - Call parity was violated in the case of either AT&T or Lotus, identify a strategy that would allow you take advantage of

If Put

-

Call parity was violated in the case of either AT&T or Lotus, identify a strategy that would allow you take advantage of any mispricing. Using numerical examples, state the exact nature of the mispricing

(

which option and by how much

)

and then identify your trading strategy to exploit this mispricing.

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