A call option on £1,000 with a strike price of €1,250 is equivalent to
A) a put option on €1,250 with an exercise price of €1,000.
B) a portfolio of options: a put on €1,250 with a strike price in dollars plus a call on £1,000 with a strike price in dollars.
C) a put option on £1,000 with an exercise price of €1,250.
D) both a and b
Correct Answer:
Verified
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