Question: Evaluate the underlined statements with True, False, or Uncertain. Briefly explain your answer. 2. Suppose a non-dividend paying stock has a call option and a

Evaluate the underlined statements with True, False, or Uncertain. Briefly explain your answer.

2. Suppose a non-dividend paying stock has a call option and a put option with same maturity and strike price. Currently, the stock price is the same as the strike price. If interest rate is above zero, the call option premium should be always larger than the put option premium.

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