Find an arbitrage opportunity

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Given the following assets, find an arbitrage opportunity. Your answer should consist of a list of assets in your portfolio (including whether you are short or long those assets), and some kind of demonstration that you never have a negative net cash flow and that there is the opportunity for a positive net cash flow.

Two put options with the same maturity on the same underlying asset.

One of the puts has a strike price of $105 and a premium of $25.

The other put has a strike price of $110 and a premium of $22.

Reference no: EM132691111

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