Data Analysis
1. Is there an arbitrage in the following data? If this is the case, how much can be made risk-free? S=I20. K.= 120, r=6%. T=0.50, D0. c=10, ce6 2. A non-dividend paying stock has a 3-month forward price of 4100 and a put option price p=11.5. The three-month interest rate is I% (cont. […]