Answer the following with True/False:

1. You buy a put and a call option simultaneously in a protective put.
2. For put-call parity to hold, the exercise price of call and put options must be similar.
3. The formula for continuous discounting is FV (e ^-rt) .
4. The minimum value for a put option can sell, can be written as Max (0, P - E).
5. The intrinsic value of an in-the-money call option is written as: C=P₀ - E.
6. d₁ and d₂ are quantities for standard deviation ().