Question: USING THE GIVEN INFORMATION: K=$55, r=9.53%, S 0 = $55, T=1yr, c=7, p=1 Find the arbitrage strategy using the put-call parity relationship And its relevant
USING THE GIVEN INFORMATION:
K=$55, r=9.53%, S0 = $55, T=1yr, c=7, p=1
Find the arbitrage strategy using the put-call parity relationship
And its relevant CF table?
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