Question: Consider the call and put options in Questions 18.2 and 18.5. Show that they satisfy put call parity.

Consider the call and put options in Questions 18.2 and 18.5. Show that they satisfy put– call parity.

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Putcall parity is c p S K 1 R 2 Substitution into the right side gives p S K 1 R 2 13467108 100 1... View full answer

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