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Which one of the following statements is incorrect regarding the put-call parity? A) The parity holds for European options B) The parity describes the relation

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Which one of the following statements is incorrect regarding the put-call parity? A) The parity holds for European options B) The parity describes the relation between the call option price and the put option price C) If the parity does not hold, there could exist arbitrage opportunities D) The parity holds for American options

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