Business
Business, 18.05.2021 19:20, heyItsLuna234

The risk-free rate is 3%. Apple (AAPL) will pay a $3 dividend in 2 months. The price of a 6-month European put on AAPL with strike $160 is $12. The price of a 6-month European put on AAPL with strike $150 is $6. The price of a 6-month European put on AAPL with strike $140 is $10. The price of a 6-month European call on AAPL with strike $150 is $13. Describe an arbitrage opportunity. What is the guaranteed minimum prot from this strategy in today's dollars

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The risk-free rate is 3%. Apple (AAPL) will pay a $3 dividend in 2 months. The price of a 6-month Eu...

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