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check the following combinations of puts and calls and determine whether they condorm to the put-call parity rule for european options. if you see any
check the following combinations of puts and calls and determine whether they condorm to the put-call parity rule for european options. if you see any violations suggest a strategy
The following option prices were observed for a stock on July 6 of a particular year. Use this information to solve problems 11 through 16. Unless otherwise indicated, ignore dividends on the stock. The stock is priced at 165.13. The expirations are July 17, August 21, and October 16. The risk-free rates are 0.0516, 0.0550, and 0.0588 , respectively a) July 155
b) august 160
c)october 170
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