8.10 Arbitrage Opportunities Suppose that C=3 S0=31 T=0.25 r=10% K=30 D=0 What are the arbitrage possibilities when P=2.25? D Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 8.10 Arbitrage Opportunities • Suppose that c = 3 S0 = 31 T = 0.25 r = 10% K =30 D = 0 • What are the arbitrage possibilities when p = 2.25 ? p = 1 ?