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1 In this problem c(K,T) denotes the price of a European call option with strike price K and strike time T, p(K,T) is the price

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1 In this problem c(K,T) denotes the price of a European call option with strike price K and strike time T, p(K,T) is the price of the identical put option, r is the risk-free rate and So is the current price of the underlying security. Which of the following are correct? i 0

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