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Consider a portfolio consisting of a long call with an exercise price of K and the purchase of riskless bonds that payoff K when the

Consider a portfolio consisting of a long call with an exercise price of K and the purchase of riskless bonds that payoff K when the call expires. What should such a portfolio be worth? (Suppose the price of the call is c and a European put with the same strike price and maturity has a price of p and the current stock price of a non-dividend paying stock is S0) Should it be p?

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