Which of the following statements is true?

1. The validity of the put-call parity is not dependent on the assumptions of the Binomial model or the Black-Scholes-Merton model regarding the distribution of stock price.

2. At-the-money calls have the same price as at-the-money puts on the same underlying stock and with the same maturity.

3. On a non-dividend paying stock, if the strike price is set equal to the future value of the stock current stock price, then the call price is greater than the put price.

Select one:

a. i only

b. ii only

c. iii only

d. i, ii, and iii are all true