Question: d) Consider a BlackScholes model with r > 0, 30 > 0, 0' > 0, p: E R. Compare the price of an at-themoney call

d) Consider a BlackScholes model with r > 0, 30 > 0, 0' > 0, p: E R. Compare the price of an at-themoney call option with T = 1 with the price of an at-the-money put option with T = 1. Is one of the prices always greater? Are they always the same? Does it depend on the parameters, and how? dependent). Is (ahthzo selfnancing? e) Let (at,t)t>0 E (01,02) E R2 be a constant portfolio (i.e. not random and not time

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