11. Consider a stock that pays no dividends on which a futures contract, a call option, and...

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11. Consider a stock that pays no dividends on which a futures contract, a call option, and a put option trade. The maturity date for all three contracts is T, the exercise price of the put and the call are both X, and the futures price is F. Show that if X = F, then the call price equals the put price. Use parity conditions to guide your demonstration.

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Investments

ISBN: 9780077261450

8th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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