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Uunder finance, the options section .help me solve this 1.derive an expression for the put-call parity of a European option. Preferably using binomial model 2.

Uunder finance, the options section .help me solve this

1.derive an expression for the put-call parity of a European option.

Preferably using binomial model

2. Explain why in the absence of an arbitrage , the forward price for a forward contract on one share (over a period no dividends are payable) is S0ert

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