True or false. A 3-month European put option on a non-dividend-paying stock is currently selling...
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Finance
True or false.
A 3-month European put option on a non-dividend-paying stock is currently selling for $3.80. The stock price is $48.0, the strike price is $51, and the risk-free interest rate is 6% per annum (continuous compounding). There is no arbitrage opportunity in this scenario.
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