Question: (Options referred to in this question are on the same stock and have the same strike price and same maturity.) Buying a put on an
(Options referred to in this question are on the same stock and have the same strike price and same maturity.)
Buying a put on an underlying stock and selling a call produces the same result as:
Buying a call and selling a put
Borrowing the Present value (PV) of the exercise price at the risk free rate (RFR) and buying a share
Lending the PV of the exercise price at the RFR and selling a share
Lending the PV of the exercise price at the RFR and buying a share
Borrowing the PV of the exercise price at the RFR and selling a share
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