Whether the call and the put option will have the same price and the option which is in-the-money, if the options have the same strike and maturity price. Introduction: The put-call parity is the relationship of the prices between the put option, call option, underlying stock, and a riskless asset.

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Chapter 25, Problem 9CRCT

Summary Introduction

To discuss: Whether the call and the put option will have the same price and the option which is in-the-money, if the options have the same strike and maturity price.

Introduction:

The put-call parity is the relationship of the prices between the put option, call option, underlying stock, and a riskless asset.

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