Question: Using put call parity, given c = $2, PV(Div) = $1, p = $1, S = K = $100, r = 0.05 per year, and

Using put– call parity, given c = $2, PV(Div) = $1, p = $1, S = K = $100, r = 0.05 per year, and T = 0.25 years, can you make arbitrage profits?

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