Suppose a Trader Quotes a Put Price of $6

Multiple Choice

Suppose a trader quotes a put price of $6.Then,you can make an immediate arbitrage profit of:

A) $2.41 by buying the synthetic put and selling the market-quoted put
B) $2.41 by selling the synthetic put and buying the market-quoted put
C) $7.66 by buying the synthetic put and selling the market-quoted put
D) $7.66 by selling the synthetic put and buying the market-quoted put
E) None of these answers are correct.