Question: Problem 4) 20 points Determine if there is a violation of Put-Call Parity in the option and stock prices below. What is the arbitrage profit
Problem 4) 20 points Determine if there is a violation of Put-Call Parity in the option and stock prices below. What is the arbitrage profit per share? What trades should be done to capture the arbitrage profit? Closing prices, 10/17/2018 Amazon (AMZN) AMZN Dec 1830 Call AMZN Dec 1830 Put Days to December expiration Interest rate Dividends $1,831.73 115.10 103.55 64 3.028% rt StreCthe , r3173 13.SS211S. Sel)
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