Question: Options referred to in this question are on the same stock and have the same strike price and same maturity. Suppose an investor buys a
Options referred to in this question are on the same stock and have the same strike price and same maturity. Suppose an investor buys a put option, borrows the present value of the strike price at the risk-free rate, and buys a share of the stock. The value of this investment is the same as
the price of a put option
the stock price
the strike price
the price of a call option
selling a put option
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