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Business, 14.05.2021 23:50 jukesjameson12

A 6-month European call option on a dividend-paying stock is currently selling for $4. The stock price is $100, the strike price is $95, and a dividend of $0.90 is expected in 2 months. The risk-free interest rate is 1% per annum for all maturities. What opportunities are there for an arbitrageur

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A 6-month European call option on a dividend-paying stock is currently selling for $4. The stock pri...
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