Question: 252 CHAPTER 10 10.18. Prove the result in equation 40 (Hn: For the first part of the relationship, consider (a) a portfolio consisting of a

252 CHAPTER 10 10.18. Prove the result in equation 40 (Hn: For the first part of the relationship, consider (a) a portfolio consisting of a European call plus an amount of cash equal to K, and (b) a portfolio consisting of an American put option plus one share.) 252 CHAPTER 10 10.18. Prove the result in equation 40 (Hn: For the first part of the relationship, consider (a) a portfolio consisting of a European call plus an amount of cash equal to K, and (b) a portfolio consisting of an American put option plus one share.)

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