How would you exploit any arbitrage opportunity
Problem
A European call option with a strike price of 50 has a price of 20.85 and a European call option with a strike price of 60 on the same stock and same time to expiration has a price of 10.55. How would you exploit any arbitrage opportunity?
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A European call option with a strike price of 50 has a price of 20.85 and a European call option with a strike. How would you exploit any arbitrage opportunity?
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