Which of the Following Is Consistent with Put-Call-Spot Parity

question 18

Multiple Choice

Which of the following is consistent with put-call-spot parity?

• A) S + C = P + X/(1 + RFR)
• B) S + P = C + X/(1 + RFR)
• C) S - C = P + X/(1 + RFR)
• D) S - P = C + X/(1 + RFR)
• E) S = P - C + X/(1 + RFR)

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