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Steps would you take to implement an arbitrage strategy

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Reference no: EM131328897

You have the following information: S=26, X=20, T=2, r=3.4%, C=15, P=6 Evaluating the situation from a Put-Call Parity framework, what steps would you take to implement an arbitrage strategy? 

Sell Call, Buy Put, Buy Stock, Borrow remainder

Sell Call, Buy Put, Short Stock, Invest reaminder

Buy Call, Sell Put, Buy Stock, Borrow remainder

Buy Call, Sell Put, Buy Stock, Invest remainder

Buy Call, Sell Put, Short Stock, Invest remainder

Reference no: EM131328897

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