A 1-month European put option on a non-dividend-paying s
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A 1-month European put option on a non-dividend-paying stock is currently selling for $2:50. The stock price is $47, the
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A 1-month European put option on a non-dividend-paying stock is currently selling for $2:50. The stock price is $47, the strike price is $50, and the risk-free interest rate is 6% per annum. What opportunities are there for an arbitrageur?
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