= a 4. The prices of a call option ($c) and put option ($p) on the same underlying asset with current price $So, strike price $K, and maturity T years, and interest rate RF are equal (C=P). There is also a forward contract available on the same underlying asset, with a forward price equal to $F. a) If there is no arbitrage what should be the price of the forward contract ($F) in terms of the known numbers | prices? (So, K, T, RF, C, P) b) Clearly show how you reached the above conclusion. 2 2