A stock is selling for $41.60.The strike price on a call,maturing in 6 months,is $45.The possible stock prices at the end of 6 months are $35.00 and $49.00.Interest rates are 5.0%.Given an under-priced option,what are the short sale proceeds in an arbitrage strategy?
A) $6.36
B) $8.22
C) $10.43
D) $11.89

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The Answer of A stock is selling for $41.60.The strike price on a call,maturing in 6 months,is $45.The possible stock prices at the end of 6 months are $35.00 and $49.00.Interest rates are 5.0%.Given an under-priced option,what are the short sale proceeds in an arbitrage strategy?
A) $6.36
B) $8.22
C) $10.43
D) $11.89

A Stock Is Selling for $41