a 2-month european put option on a non-dividend paying stock is currently selling for $2. the stock price is $47, the strike price is $50, and the risk-free rate is 6% per year (with continuous compounding) for all maturities. does this create any arbitrage opportunity? why? design a strategy to take advantage of this opportunity and specify the profit you make.

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in a biology class, the teacher started explaining a new lesson about the dna structure. personally, i found this lecture hard to understand. so i decided to use my critical thinking skills to be able to understand it. i analysed the different ideas, and broke them down into smaller parts to assimilate each. then i started evaluation and tried to link what i am learning with real life experiences so that i can make sure that i know how everything i am learning relates. finally, i started questioning by researching more what i learned and asking more questions that can me through my learning process. reflecting on the information meant that i should review it. all this me greatly understand what i previously found hard to understand.

hope it !

this isn't a question, nor is it appropriate for this web site

explanation:

you can't just go around joking about this kind of stuff.

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wow ty so much have a wonderful day : ).

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