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elf_fu elf_fu
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Posts: 705
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7 years ago
Jillo, Inc. stock is selling for $54.70 per share. Calls and puts with a $55 strike and 40 days until expiration are selling for $1.65 and $1.23, respectively. What potential arbitrage profit exists?
A) $0.12
B) $0.24
C) $0.36
D) $0.48
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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Posts: 471
7 years ago
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elf_fu Author
wrote...
7 years ago
Thank you Heavy Heart
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