2. (Put-call parity) Suppose over the period 10, 7] a certain stock pays a dividend whose present...
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2. (Put-call parity) Suppose over the period 10, 7] a certain stock pays a dividend whose present value at interest rate is D Show that the put-call parity relation for European options at 0, expiring at 7, is C+D+Kd P+S where d is the discount factor from 0 to I
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