c. Show that put call parity holds: That is parts a and b, show the following: Call

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c. Show that put– call parity holds: That is parts a and

b, show the following:

Call price X

r

+ Stock price today Put price

+

= +

1

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Related Book For  book-img-for-question

Principles Of Finance With Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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