Which imply a violation of the no arbitrage assumption

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Arbitrage portfolios

Which of the following necessarily imply a violation of the no-arbitrage assumption? Assume T > 0 and ? > 0, and that all portfolios are self-financing.

(a) A portfolio which has value ? today, and value 2? at time T.

(b) A portfolio which has zero value today, and expected positive value at T.

(d) A portfolio which has value -? today, and expected positive value at T.

(e) A portfolio which has zero value today, and value ? at T.

(f) A portfolio which has zero value today, and positive value at T for some sample outcomes with positive probability.

(g) A portfolio which has zero value today, always non-negative value at T, and positive value at T for some sample outcomes.

(h) A portfolio which has zero value today, always non-negative value at T, and expected positive value at T.

Reference no: EM131243586

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