Question: Suppose that the stock does not pay dividends and its current price is $100, the call price is $11, while the put price is $3.

Suppose that the stock does not pay dividends and its current price is $100, the call price is $11, while the put price is $3. The expiration date of both options is in 6 months, their strike price is $100 and the annual effective riskfree interest rate is 10.25%. Check if the putcall parity is violated for these data. Do you have an access to an arbitrage opportunity here? If yes, then how do you trade to take advantage of it?

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