Question: Using the Black-Scholes-Merton option pricing model and the generic carry formula for forward contracts (using continuous compounding), demonstrate that Ce (S0, T, X) = Ce[f0(T),

Using the Black-Scholes-Merton option pricing model and the generic carry formula for forward contracts (using continuous compounding), demonstrate that Ce (S0, T, X) = Ce[f0(T), T, X]?

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