Spot-futures parity with continuously compounded interest

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Consider a stock that pays no dividends on which a futures contract, a call option and a put option trade. The maturity date for all three contracts is T, the exercise price of the put and the call are both X, and the futures price is F. Show that if X = F, then the call price equals the put price assuming that spot-futures parity and put-call parity conditions hold. Assume that interest is continuously compounded (i.e., use the spot-futures parity with continuously compounded interest).

Reference no: EM132007139

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