Question: Consider a stock that pays no dividends on which a futures contract, a call option, and a put option trade. The maturity date for all
Consider a stock that pays no dividends on which a futures contract, a call option, and a put option trade. The maturity date for all three contracts is T, the exercise price of the put and the call are both X, and the futures price is F. Show that if X = F, then the call price equals the put price. Use parity conditions to guide your demonstration.
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