You are considering a particular put. You calculate its value using the put-call parity relationship. You find

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You are considering a particular put. You calculate its value using the put-call parity relationship. You find that the price of this put exceeds the calculated value. What action would you take to profit from this? Assume a European put.

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Investments Analysis and Management

ISBN: 978-1118363294

12th edition

Authors: Charles P. Jones

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Question Posted: Dec 15, 2015 06:29 AM

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You are considering a particular put. You calculate its value using the put-call parity relationship. You find

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To conclude I can say that the put price is ...View the full answer

Investments Analysis and Management

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