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Which of the Following Is Consistent with Put-Call-Spot Parity

Question 28

Multiple Choice

Which of the following is consistent with put-call-spot parity?


A) S + C = P + X/(1 + RFR)
B) S + P = C + X/(1 + RFR)
C) S - C = P + X/(1 + RFR)
D) S - P = C + X/(1 + RFR)
E) S = P - C + X/(1 + RFR)

Correct Answer:

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