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5. Consider the following two portfolios. Portfolio 1 =Short put Portfolio 2 = Long stock, short call, short bond Using the put-call parity, show that

5. Consider the following two portfolios. Portfolio 1 =Short put Portfolio 2 = Long stock, short call, short bond Using the put-call parity, show that both portfolios have the same payoff at time T. (10 pts) Case 1: St>K Case 2: ST K Case 2: ST

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