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(a) Do you agree/disagree and mention why on the statement: 'Whether the call or put options are exercised or not, the options contracts could still be considered a zero sum game" (b) Briefly explain how a futures contract can be used for either speculation or hedging (c) Suppose a software company stock is dually listed at 566 (USD) in the New York Stock Exchange (NYSE), and 60 Euros in the Frankfurt Stock Exchange. Assume the current exchange rate is 111 USD per Euro for 1 Euro equals 1.11 $ (USD)) Explain the arbitrage opportunity available, and what would happen to the prices in the two exchanges as traders start using the opportunity (a) Do you agree/disagree and mention why on the statement: 'Whether the call or put options are exercised or not, the options contracts could still be considered a zero sum game" (b) Briefly explain how a futures contract can be used for either speculation or hedging (c) Suppose a software company stock is dually listed at 566 (USD) in the New York Stock Exchange (NYSE), and 60 Euros in the Frankfurt Stock Exchange. Assume the current exchange rate is 111 USD per Euro for 1 Euro equals 1.11 $ (USD)) Explain the arbitrage opportunity available, and what would happen to the prices in the two exchanges as traders start using the opportunity

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