months. Currently, the call price is $20 and the put price is $12. The riskfreerate is 5% per annum, the current stock price is $75 and a $2.00 dividend is expectedin 3 months. Identify the arbitrage opportunity open to the trader. All the interest rates arecontinuous compounded.Q2: Is the market put price greater or smaller than the arbitrage-free put price in Q1?
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