Prices of three put options
题目详情
三只其他条款完全相同、执行价分别为 40、50、70 的看跌期权价格分别为 $10、$20、$30。这里是否存在套利机会？如果存在，如何构造无风险收益？
The prices of three put options with strikes 40, 50, and 70, but otherwise identical terms, are $10, $20, and $30 respectively. Is there an arbitrage opportunity present? If yes, how can you make a riskless profit?
解析
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