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S=48 X=50 C=4 P=3 At expiration option prices converge to their intrinsic values. If this is true, I. C=$0 and P=$2 II. Put-Call Parity holds III. The securities are in equilibr…

S=48 X=50 C=4 P=3 At expiration option prices converge to their intrinsic values. If this is true, I. C=$0 and P=$2 II. Put-Call Parity holds III. The securities are in equilibr…
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S=48 X=50 C=4 P=3

At expiration option prices converge to their intrinsic values.
If this is true,
I. C=$0 and P=$2
II. Put-Call Parity holds
III. The securities are in equilibrium
a. I only
b. III on

asked
User Umop
by
8.9k points

1 Answer

4 votes

Answer: The put value will be = 50 - 48 = 2.

Step-by-step explanation:

answered
User Roy Samuel
by
7.8k points
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