Question: Using the prices below (which are closing prices on 9/13/02 were taken from the WSJ on 9/16/02) verify that put-call parity holds for the December

Using the prices below (which are closing prices on 9/13/02 were taken from the WSJ on 9/16/02) verify that put-call parity holds for the December 02 gold options on futures with a strike equal to $320. The options expire on 11/21/02 (expiration dates for the options are available from the New York Mercantile Exchange web site (On 9/13/02, the gold futures price at the close was 318.10 and the 3 month T-Bill rate was 1.645%.

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