Question: In efficient market is it possible that put-call parity (C + PV(K) = P + S) does not hold. Select one: a. Yes, sometimes put-call

In efficient market is it possible that put-call parity (C + PV(K) = P + S) does not hold. Select one: a. Yes, sometimes put-call parity does not hold in an efficient market. b. No, it should hold all the time in an efficient market. Otherwise, it will give rise to an arbitrage opportunity c. The Put-call parity relation always holds both in efficient and inefficient markets. d. The put-call Parity relation is not very reliable.

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