question archive Consider both a European put and call that expire in June and have a strike price of $30
Consider both a European put and call that expire in June and have a strike price of $30
Subject:FinancePrice: Bought3
Consider both a European put and call that expire in June and have a strike price of $30. The no-arbitrage relationship between this put and call is referred to as which one of the following?intrinsic equilibriumEuro-Matchbull-call spreadbutterfly spreadput-call parity
