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Please see attached question - this is from Investments Analysis topic.

Please see attached question - this is from Investments Analysis topic.

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Hi please find... View the full answer

Solution.xlsx

Question 1 Price for put Call Parity P =C −S + Xe −rt
P=
C= Xe −rt Price of Put option
Price of Call option
Present Value of Exercise Price P = 6 −95 +95e −0.07*0.25
P = 6-95+95*0.982652...

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