单选题
A stock is selling at $20.5, a 6-month put at $27 is selling for $8, a 6-month call at $27 is selling for $2, and the risk-free rate is 5%. How much profit can be made on an arbitrage?
A、
$0.15
B、
$0.35
C、
$1.58
【正确答案】
A
【答案解析】
[解析]
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