Question: In the table below we are given three European options, all three with strike price $100, on the same stock, and expiring at time T.

In the table below we are given three European options, all

In the table below we are given three European options, all three with strike price $100, on the same stock, and expiring at time T. (a) Complete the table such that (as you can see below) you are short on one vanilla put and the total time- T value is zero. (b) Is this an arbitrage opportunity? Circle the correct answer: Yes No

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