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Put-call parity assumes which of the following? (Choose all correct answers. Incorrect answers will count against you.) Lognormality of underlying returns. Normality of underlying prices.

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Put-call parity assumes which of the following? (Choose all correct answers. Incorrect answers will count against you.) Lognormality of underlying returns. Normality of underlying prices. Normality of underlying returns. None of the choices given is correct. Lognormality of underlying prices. Next

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