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Arbitrage opportunities will exist inwhich of the following condition?
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+ t! C& d1 a" o& r$ X2 x' n& x9 Q4 hA. Two identical assets or derivativessell for different prices.
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, s Q0 s8 p. W% V. r* f, XB. Combinations of the underlying assetand a derivative earn the risk-free rate./ A, E6 X. z) b+ y% N
' K' s0 j [9 o! m: T) K- |C. Arbitrageurs simultaneously buytakeover targets and sell takeover acquirers.
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发表于 2015-12-10 13:49:34
