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For European Options, the Value of a Call Minus the Value

Question 31

Multiple Choice

For European options, the value of a call minus the value of a put is equal to


A) the present value of the exercise price minus the value of a share.
B) the present value of the exercise price plus the value of a share.
C) the value of a share plus the present value of the exercise price.
D) the value of a share minus the present value of the exercise price.

Correct Answer:

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