Ultimate access to all questions.
Upgrade Now 🚀
Sign in to unlock AI tutor
Which of the following equations best describes put-call parity for European options?
A
P0=C0−S0+X/(1+r)TP_0 = C_0 - S_0 + X/(1 + r)^TP0=C0−S0+X/(1+r)T_
B
C0=P0−S0+X/(1+r)TC_0 = P_0 - S_0 + X/(1 + r)^TC0=P0−S0+X/(1+r)T_
C
S0=C0−P0−X/(1+r)TS_0 = C_0 - P_0 - X/(1 + r)^TS0=C0−P0−X/(1+r)T_
