Question: Please note B is incorrect let me know if you can find out which is the truly correct awnser Which of these observations has an

Please note B is incorrect let me know if you can find out which is the truly correct awnser

Please note B is incorrect let me know if you can find

Which of these observations has an arbitrage opportunity? A. The spot price of a share is the same as the synthetic price. B. The euro-dollar interest rate, rs is the same as the sterling Rate, rf and the futures Price, Pf of an STG futures is the same as the spot price, PS. C. The Put price on a share that is going to become volatile. D. The 3m forward rate, 1rf2=2.5% and the Price of a ST3 Interest rate futures is 98.50

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