Astockissellingat$40,a3-monthputat$50issellingfor$11,a3-monthcallat$50issellingfor$1,andtherisk-freerateis6%.Howmuch,ifanything,canbemadeonanarbitrage? A: $0(noarbitrage). B: $0.28. C: $0.72.
Astockissellingat$40,a3-monthputat$50issellingfor$11,a3-monthcallat$50issellingfor$1,andtherisk-freerateis6%.Howmuch,ifanything,canbemadeonanarbitrage? A: $0(noarbitrage). B: $0.28. C: $0.72.
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