History homework help. Stock Q is selling at $50. It is expected to provide $2 dividend in 1 ½ months. A Europeancall with strike price $48 and a European put with strike price $49 on Q are respectivelyselling at $0.2 and $0.7. Their maturities are in 3 months. Continuously compoundedrisk-free interest rate is 2% p.a. Are there any arbitrage opportunities?
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