Suppose that c and p are the prices of a European average price call and a European average price put with strike price K and maturity T,

c, and p2 are the prices of a European average strike call and European average strike put with maturity T, and c3 and p3 are the prices of a regular European call and a regular European put with strike price K and maturity T. Show that C + C2 C3 = P1+ P2 - P3 AppendixLO1