Derivatives Q118

0. According to put-call-forward parity, which of the following relationships hold?

  • Option : A
  • Explanation : According to put-call-forward parity, the put price plus the value of a riskfree bond with face value equal to the forward price equals the call price plus the value of a risk-free bond with face value equal to the exercise price.
Cancel reply

Your email address will not be published. Required fields are marked *


Cancel reply

Your email address will not be published. Required fields are marked *