Question: Put Calculations in Column B. After, answer questions is Rows 2 and 3. Thank you. 1 Put-Call Parity 2 Determine if there is a violation
Put Calculations in Column "B". After, answer questions is Rows "2" and "3". Thank you.
1 Put-Call Parity 2 Determine if there is a violation of Put-Call Parity in the following option prices. 3 If so what would be the arbitrage profit, and what trades could you do to capture it? 4 5 Date Last Sale Expiratiorn 8 Amazon (AMZN) 9 AMZN Jan 1160 Call 10 AMZN Jan 1160 Put 1162.35 40.65 35.4 12/15/17 12/15/17 12 Interest Rate 13 Dividend 14 15 t 16 KeA-rt 17 18 A: S+P 19 B: C+KeA-rt 20 Profit 21 1.50% 0
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