Question: please help me answer the following question. please type your answer. thank you Problem 9 Suppose that a one-year futures price is currently 60. A

please help me answer the following question. please type your answer. thank you

Problem 9 Suppose that a one-year futures price is currently 60. A one-year European call option and a one-year European put option on the futures with a strike price of 61 are both priced at 4 in the market. The risk-free interest rate is 5% per annum. Identify an arbitrage opportunity

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