Call and put option with strike price $20 with 3 months to maturity are selling for $3 Risk free rate is 10% p.a. Current stock price is $19 How can you structure an arbitrage opportunity?

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Anonymous Thu Aug 12 22:21:33 2010 No.1590022 [Reply] [Original]

Call and put option with strike price $20 with 3 months to maturity are selling for $3

Risk free rate is 10% p.a.

Current stock price is $19

How can you structure an arbitrage opportunity?

>>	Anonymous Thu Aug 12 22:26:33 2010 No.1590043 woof?

>>	Anonymous Thu Aug 12 22:26:33 2010 No.1590044 We really need a finance board so you smarty faggots can make your own hedge funds and build your little fucking nest eggs.

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