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Jillo, Inc. stock is selling for $54.70 per share. Calls and puts with a $55 strike and 40 days until expiration are selling for $1.65 and $1.23, respectively. What potential arbitrage profit exists? A)
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Jillo, Inc. stock is selling for $54.70 per share. Calls and puts with a $55 strike and 40 days until expiration are selling for $1.65 and $1.23, respectively. What potential arbitrage profit exists?

A) $0.12
B) $0.24
C) $0.36
D) $0.48

User Dance Party
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Answer:

c

Step-by-step explanation:

User Arminvanbuuren
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