Put-call parity has the following conditions:
A) I, II, III only
B) I, III, IV only
C) I, II, IV only
D) II, III, IV only
I.both the call and the put have the same X
II.both the call and the put are purchased at the same time
III.both the call and the put have the same expiration dates
IV.assumed to be European

Question

Quizplus · Accepted Answer

The Answer of Put-call parity has the following conditions:
A) I, II, III only
B) I, III, IV only
C) I, II, IV only
D) II, III, IV only
I.both the call and the put have the same X
II.both the call and the put are purchased at the same time
III.both the call and the put have the same expiration dates
IV.assumed to be European

Put-Call Parity Has the Following Conditions