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Misty wants to diversify her exposure and is offered a 1 - year European call Option on oil at strike K = 2 5 $
Misty wants to diversify her exposure and is offered a year European call Option on oil at strike K$ for C$ The current oil price is at S$ and the year interest rate is Using the PutCallParity, estimate the price of a European put Option on oil with the same strike and maturity. the answer should be But what is the calculation behind it
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