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You are given: (i) C(K.T) denotes the current price of a K-strike T.year European call option on a nondividend paying stock. P(K.T) denotes the current

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You are given: (i) C(K.T) denotes the current price of a K-strike T.year European call option on a nondividend paying stock. P(K.T) denotes the current price of a K-strike T-year European put option on the same stock. (in) S denotes the current price of the stock. (iv) The continuously compounded risk-free interest rate is r, and r>0. Which of the following is (are) correct? I Os P(85.T) - P(80.T) 55 II SP(75,T)-C(80,1)+S 580e-T 75e-7 III 80e-?T SP(75,T)-C(80,T)+S 580 A) I Only B) II Only OC) III Only D) I and II only E) I and III only

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