The Black-Scholes-Merton Model for European Puts,obtained by Applying Put-Call Parity

Multiple Choice

The Black-Scholes-Merton model for European puts,obtained by applying put-call parity to the Black-Scholes-Merton model for European calls,is customarily expressed by which of the following:

A) $\mathrm { P } = \mathrm { Xe } ^ { - \mathrm { I } _ { \mathrm { e } } \mathrm { T } } \mathrm { N } \left( - \mathrm { d } _ { 2 } \right) - \mathrm { S } _ { 0 } \mathrm {~N} \left( - \mathrm { d } _ { 1 } \right)$
B) $\mathrm { P } = \mathrm { X } ( 1 + \mathrm { r } ) ^ { - \mathrm { T } } \mathrm { N } \left( - \mathrm { d } _ { 2 } \right) - \mathrm { S } _ { 0 } \mathrm {~N} \left( - \mathrm { d } _ { 1 } \right)$
C) $\mathrm { P } = \mathrm { X } ( 1 + \mathrm { r } ) ^ { - \mathrm { T } } \mathrm { N } \left( - \mathrm { d } _ { 1 } \right) - \mathrm { S } _ { 0 } \mathrm {~N} \left( - \mathrm { d } _ { 2 } \right)$
D) $\mathrm { P } = \mathrm { Xe } ^ { - \mathrm { I } _ { \mathrm { e } } \mathrm { T } } \mathrm { N } \left( - \mathrm { d } _ { 1 } \right) - \mathrm { S } _ { 0 } \mathrm {~N} \left( - \mathrm { d } _ { 2 } \right)$
E) none of the above