Identify and define three versions of put-call parity

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1. Identify and define three versions of put-call parity

2.Using the Black-Scholes-Merton option pricing model and the generic carry formula for forward contracts (using continuous compounding), demonstrate that

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Reference no: EM131290928

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Identify and define three versions of put-call parity : Using the Black-Scholes-Merton option pricing model and the generic carry formula for forward contracts
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