Put-Call-Futures Parity Is the Relationship Between the Prices of Puts,calls,and

Multiple Choice

Put-call-futures parity is the relationship between the prices of puts,calls,and futures on an asset.Assuming a constant risk-free rate and European options,which of the following correctly expresses the relationship of put-call-futures parity?

A) Pe(S0,T) = Ce(S0,T) + (X - f0(T) ) (1 + r) -T
B) Pe(S0,T,X) = Ce(S0,T) - (X - f0(T) ) (1 + r) -T
C) Pe(S0,T,X) = Ce(S0,T,X) + (X - f0(T) ) (1 + r) -T
D) Pe(S0,T,X) = Ce(S0,T,X) (X - f0(T) ) (1 + r) -T
E) none of the above