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You are given: 0 (i) (K, T) denotes the current price of a K-strike T-year European call option on a nondividend paying stock (ii) P(K,
You are given: 0 (i) (K, T) denotes the current price of a K-strike T-year European call option on a nondividend paying stock (ii) P(K, T) denotes the current price of a K-strike T-year European put option on the same stock. (iii) S denotes the current price of the stock. (iv) The continuously compounded risk-free interest rate is r. Which of the following is/are correct? 1.0
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