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Create a risk-free arbitrage profit

1. Given the following:

S=$68, C=$15, Rf =10%, X=$60, and time to maturity of call = 3 month.

a. What is the value of a put with the same characteristics as the call above?

b. Suppose that the put in part "a" is trading for $ 3.00: Indicate clearly the transactions you should undertake in order to create a risk-free arbitrage profit. What is the arbitrage profit? (Make sure to show the cash flows)

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