(Put-call symmetry) Let $, denote the price of 1 dollar in euro at time n and hence € = 1/$, the price of 1 euro in dollar. On the market there is a liquidly traded call C on 1 dollar with maturity N and strike K, i.e. with payoff CN = ($N - K)* euro. Moreover, there is a liquidly traded put P on 1 euro with maturity N und strike in the US market, i.e. with payoff PN = ( - €N)* dollar. What can you say about the relation of the price processes C and P if there is no arbitrage?

International Financial Management
14th Edition
ISBN:9780357130698
Author:Madura
Publisher:Madura
Chapter5: Currency Derivatives
Section: Chapter Questions
Problem 28QA
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(Put-call symmetry)
Let $, denote the price of 1 dollar in euro at time n and hence € = 1/$, the price of 1 euro in
dollar. On the market there is a liquidly traded call C on 1 dollar with maturity N and strike
K, i.e. with payoff CN = ($N - K)* euro. Moreover, there is a liquidly traded put P on 1 euro
with maturity N und strike in the US market, i.e. with payoff PN = ( - €N)* dollar. What
can you say about the relation of the price processes C and P if there is no arbitrage?
Transcribed Image Text:(Put-call symmetry) Let $, denote the price of 1 dollar in euro at time n and hence € = 1/$, the price of 1 euro in dollar. On the market there is a liquidly traded call C on 1 dollar with maturity N and strike K, i.e. with payoff CN = ($N - K)* euro. Moreover, there is a liquidly traded put P on 1 euro with maturity N und strike in the US market, i.e. with payoff PN = ( - €N)* dollar. What can you say about the relation of the price processes C and P if there is no arbitrage?
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