Assume only for this question that the actual price of a European Put over N...
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Assume only for this question stock with 4 months to maturity/expiration date, and strike price of €20 is €10,3. Find the profit of an arbitrage strategy where you trade (buy or sell) one unit of a European Call over stock with 4 months to maturity/expiration date and a strike price of €20.
(Insert your answer in
monetary units. For example, if your answer is €231.187, please insert 231.187)
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