Show that the put-call parity relationship for European index options is c + Ke~rT = p +
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Show that the put-call parity relationship for European index options is c + Ke~rT = p + SQe~-qT where q is the dividend yield on the index, c is the price of a European call option, p is the price of a European put option, and both options have strike price K and maturity T.
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Rajeev Ranjan
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