Question: QUESTION 2 Consider European call and put options with X = $27 and T = 6 months. They are trading at $7.15 and $9.25, respectively.

QUESTION 2 Consider European call and put options with X =

QUESTION 2 Consider European call and put options with X = $27 and T = 6 months. They are trading at $7.15 and $9.25, respectively. The price of the underlying stock is $21.05 and r = 0.25%. Is there arbitrage opportunity? If so, justify your

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