CoboCards App FAQ & Wishes Feedback
Language: English Language
Sign up for free  Login

This flashcard is just one of a free flashcard set. See all flashcards!

All main topics / Finance & Investment / Derivatives / Derivatives
173
13.Which of the following is the put-call parity result for a non-dividend-paying stock?
A.The European put price plus the European call price must equal the stock price plus the present value of the strike price
B.The European put price plus the present value of the strike price must equal the European call price plus the stock price
C.The European put price plus the stock price must equal the European call price plus the strike price
D.The European put price plus the stock price must equal the European call price plus the present value of the strike price

Answer: D

The put-call parity result is c+Ke-rT=p+S0.
New comment
Flashcard info:
Author: CoboCards-User
Main topic: Finance & Investment
Topic: Derivatives
Published: 27.10.2015

Cancel
Email

Password

Login    

Forgot password?
Deutsch  English