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    Derivatives and Risk Management Study Set 2
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    Exam 3: Principles of Option Pricing
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    Transactions to Exploit Pricing Errors in the Put-Call Parity Relationship
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Transactions to Exploit Pricing Errors in the Put-Call Parity Relationship

Question 29

Question 29

True/False

Transactions to exploit pricing errors in the put-call parity relationship are called conversions and reversals.

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