Question: Consider a call and a put option on the same underlying asset with the same maturity. Assume they're both at-the-money and pay no dividends. The

 Consider a call and a put option on the same underlying

Consider a call and a put option on the same underlying asset with the same maturity. Assume they're both at-the-money and pay no dividends. The risk-free rate is positive. Which of the following is true? The call price is less than the put The call price is equal to the put No definite relationship The call price is greater than the put

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