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Suppose that the premium on a European put option, p = $3. The time to maturity, T = 1 year. The strike price is $20. The stock price of the underlying common stock is $12 today. The risk-free interest rate is 8% per annum. The stock does not pay dividends.
Observe that there is an arbitrage opportunity.
Clearly state what the trader would do to make a profit.
Make sure that you demonstrate the relation that must be satisfied to eliminate the arbitrage opportunity
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Stock pays no dividends, and stock's annual volatility is 40%, then the Black-Scholes price for this option (rounded to the nearest cent) is?
The investment allocation is suboptimal if another portfolio composition offers: Higher expected return, Lower systematic risk, Lower expected return for a given level of risk.
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