Suppose that c 1 and p 1 are the prices of a European average price call and a European average price put with strike price K and maturity T, c 2 and p 2 are the prices of a European average strike call and European average strike put with maturity T, and c 3 and p 3 are the prices of a regular Eur...

Suppose that c 1 and p 1 are the prices of a European average price call and

Question:

Suppose that c₁ and p₁ are the prices of a European average price call and a European average price put with strike price K and maturity T, c₂ and p₂ are the prices of a European average strike call and European average strike put with maturity T, and c₃ and p₃ are the prices of a regular European call and a regular European put with strike price K and maturity T. Show that

Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity. Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...