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Consider both a European put and call that expire in December and have a strike price of $25. The no-arbitrage relationship between this put and

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Consider both a European put and call that expire in December and have a strike price of $25. The no-arbitrage relationship between this put and call is referred to as which one of the following? O intrinsic equilibrium O Euro-match bull-call spread O butterfly spread O put-call parity

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