Question: Problem 2. Using the put-call parity prove that the stock position in the replicating portfolio of a put option in the Black Scholes model is

Problem 2. Using the put-call parity prove that the stock position

Problem 2. Using the put-call parity prove that the stock position in the replicating portfolio

of a put option in the Black Scholes model is given by

N (d1) 1

Problem 2. Using the put-call parity prove that the stock position in the replicating portfolio of a put option in the Black Scholes model is given by N (d1) -1

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Using the put-call parity prove that the stock position in the replicating portfolio of a put option in the Black Scholes model is given by N ( d 1) 1

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