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 the
options referred to in this question are on the same stock and have the same strike price and same maturity. Buying a put on the underlying stock and borrowing the present value of the exercise price of options on the stock at the risk free rate, produces the same result as:
A) Buying a call and selling a put
B) Buying a call and selling a share
C) Buying a call and a put
D) Selling a put
E) Selling a call and a put
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