Business
Business, 18.10.2021 20:00, Meirna

Suppose Alice observes the following call and put prices for options on XYZ Company: StrikeCall PremiumPut Premium902561101023120528 Strike90110120Call Premium25105Put Premium62328 Alice notices that there is a mispricing in option premiums. What transactions should Alice enter into to exploit the arbitrage opportunity

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Suppose Alice observes the following call and put prices for options on XYZ Company: StrikeCall Prem...

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