Identify if there is any arbitrage opportunity and state


1) Identify if there is any arbitrage opportunity and state what to do to earn an arbitrage profit

2) calculate arbitrage profit using the following information:

Stock price = 110 Call Price = 17 Put Price = 5 Risk free interest rate = 5% Maturity for options = 1 year Strike price for Put and Call: X = 105

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Financial Management: Identify if there is any arbitrage opportunity and state
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