7. Apply put-call parity to compare the v,I',p and E of a European put and a European call on the same asset with the same strike and expi ration. Note that this holds without assuming the log-normal model for the asset, that is, the Black-Scholes formula for the options 7. Apply put-call parity to compare the v,I',p and E of a European put and a European call on the same asset with the same strike and expi ration. Note that this holds without assuming the log-normal model for the asset, that is, the Black-Scholes formula for the options