Which of the following is not included in the put-call parity condition? a. Price of the underlying
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Which of the following is not included in the put-call parity condition?
a. Price of the underlying stock
b. Strike price of the underlying call and put option contracts
c. Expiration dates of the underlying call and put option contracts
d. Volatility of the underlying stock.
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Related Book For
Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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