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6. Consider both a European put and call that expire in June and have a strike price of $30. The no-arbitrage relationship between this put

6. Consider both a European put and call that expire in June and have a strike price of $30. The no-arbitrage relationship between this put and call is referred to as which one of the following?

intrinsic equilibrium

Euro-Match

bull-call spread

butterfly spread

put-call parity

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