You are currently looking at a put and call option on Phoenix Ltd with the same exercise price. Considering the informat

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

Post by answerhappygod »

You are currently
looking at a put and call option on Phoenix Ltd with the same
exercise price.
Considering the information provided below, is there an
arbitrage opportunity and how would you
take advantage of it?
Phoenix Price
Exercise price
Risk free rate
Div Yield
Time
Call premium
Put premium
US$105
US$97
8%
5%
2 Months
US$10,99
US$2,77
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