Question: 3. For a call and a put with the same underlying bond, same time to expiration, and same strike price, which of the following is

 3. For a call and a put with the same underlying

3. For a call and a put with the same underlying bond, same time to expiration, and same strike price, which of the following is correct? A. The call price and the put price are equal as long as the strike price is equal to the bond price. B. The call price and the put price differ by the present value of the difference between the price of the corresponding forward and the strike price of the options. C. The call is more expensive than the put if the strike price is higher than the bond price. D. The put is more expensive than the call if the strike price is higher than the bond price

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