You are currently looking at a put and call option on Motus Holdings Ltd with the same exercise price. Considering the i

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answerhappygod
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You are currently looking at a put and call option on Motus Holdings Ltd with the same exercise price. Considering the i

Post by answerhappygod »

You are currently looking at a put and call option on Motus
Holdings Ltd with the same exercise price.
Considering the information provided below, is there an arbitrage
opportunity and how would you take
advantage of it?
MTH_price Exercise_price
Risk_free_rate
Div_yield
Time
Call_premium
Put_premium
R105
R97
8%

5%
2 months
R10.99
R2.77
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