Question: The following prices are given for American put options on a stock whose current price is $100: Construct three portfolios for making arbitrage profits, showing

The following prices are given for American put options on a stock whose current price is $100:

Strike Price Expiration Month March June 95 100

Construct three portfolios for making arbitrage profits, showing the cash flows from each portfolio.

Strike Price Expiration Month March June 95 100

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