Prove the results in equations (14.1), (14.2), and (14.3) using the following portfolios: Portfolio A: one European
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Prove the results in equations (14.1), (14.2), and (14.3) using the following portfolios: Portfolio A: one European call option plus an amount of cash equal to Ke-T Portfolio B: e shares, with dividends being reinvested in additional shares Portfolio C: one European put option plus ea shares, with dividends on the shares being reinvested in additional shares Portfolio D: an amount of cash equal to Ke-T AppendixLO1
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