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Find an arbitrage opportunity

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Reference no: EM131637940

Question: European call and put options with strike price $24 and exercise date in six months are trading at $5.09 and $7.78. The price of the under- lying stock is $20.37 and the interest rate is 7.48%. Find an arbitrage opportunity.

Reference no: EM131637940

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Find an arbitrage opportunity : European call and put options with strike price $24 and exercise date in six months are trading at $5.09 and $7.78.
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