# Financial Engineering

posted by
**Samuel**
.

Describe a potential arbitrage strategy if a put price is the same as the negative of a forward if the strike are the same. You need to specify the number of units you would long/short for each instrument, initial cash flow, and final cash flow. An arbitrage oppotunity arises only when the both cash flows are non-negative, and one of them is positive in at least one possible scenario.