Question: Does the put-call parity hold in this situation? Explain. Suppose an investment banker changes the term of the call option. He adds the following clause:

Does the put-call parity hold in this situation? Explain.

Suppose an investment banker changes the term of the call option. He adds the following clause: If stock price increases higher than $110 before the maturity date of the call option, the call option will be voided immediately and have no value

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