46) Walgreens Company (NYSE: WAG) is currently trading at $48.75 on the NYSE. Walgreens Company is also
listed on NASDAQ and assume it is currently trading on NASDAQ at $48.50. Does an arbitrage
opportunity exist and, if so, how would you exploit it and how much would you make on a block trade of
100 shares?
A) No, no arbitrage opportunity exists.
B) Yes, buy on NASDAQ and sell on NYSE, make $25.
C) Yes, buy on NYSE and sell on NASDAQ, make $25.
D) Yes, buy on NASDAQ and sell on NYSE, make $250.
47) Which of the following is an example of arbitrage?
A) An inventor of a new hydrocarbon cracking technology based on palladium buys this metal knowing
that its price will rise when the technology is adopted.
B) A metals merchant is offered $108,000 in one year for $100,000 of palladium today, when the interest
rate is 10%.
C) An investor, seeing that the price of palladium on the metals exchange in two different countries is
slightly different, buys on one and sells on the other to make a profit.
D) A firm buys $250,000 of palladium today, with an option to sell it at $275,000 in one year if interest rates
rise above 10%.
48) Why are arbitrage opportunities short–lived?
A) Federal regulations will kick in to restrict trade and effectively shut the opportunity down.
B) Prices will fluctuate up and down as traders take advantage of the opportunity, resulting in the net
present value (NPV) fluctuating between positive and negative values.
C) Once investors take advantage of the opportunity, prices will respond so that the buying and selling
price become equal.
D) Arbitrage opportunities need a lot of information processing, which is very slow to arrive.