The price of an at-the-money European call futures option always equals the price of a similar at-the-money

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"The price of an at-the-money European call futures option always equals the price of a similar at-the-money European put futures option." Explain why this statement is true.

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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"The price of an at-the-money European call futures option always equals the price of a similar at-the-money European put futures option." Explain why this statement is true.
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The price of an at-the-money European call futures option always equals the price of a similar at-the-money

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Options Futures And Other Derivatives

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