I’m looking at an example on SS#17 of Schweser page 240 and trying to valuate the arbitrage opportunity without having to memorize another ratio in this instance. The Hedge ratio. (C1+) - (C1-) _________ (S1+) - (S1-) I’m trying to calulate the correct answer using Put/Call Parity but my numbers aren’t working out. Should I just put this example to memory or can it be down using the existing Put/Call Parity relationship which I already have memorized? Any suggestions?