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Given an Exercise Price E, Time to Maturity T and European

Question 3

Multiple Choice

Given an exercise price E, time to maturity T and European put-call parity, the present value of the strike price E plus the call option is equal to:


A) the current market value of the share.
B) the present value of the share minus a put option.
C) a put option minus the market value of the share.
D) the value of a Treasury bill.
E) the share plus the put option.

Correct Answer:

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