Question: Put-call parity exists when: Select one: a. call and put options on the same stock, for the same strike price and the same expiry date,

Put-call parity exists when: Select one:

a. call and put options on the same stock, for the same strike price and the same expiry date, have the same price.

b. the price of the underlying stock is less than the exercise price of the put option, but greater than the exercise price of the call option

c. the price of the underlying stock is greater than the exercise price of the put option, but less than the exercise price of the call option

d. none of the above.

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