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CFA Level I Option Replication Using Put-Call Parity question

Derivatives / Option Replication Using Put-Call Parity

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Option Replication Using Put-Call Parity sample question

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Derivatives

Option Replication Using Put-Call Parity

An investor buys a European call and simultaneously sells a European put on the same non-dividend-paying stock, where both options have the same exercise price and the same expiration date. The combined position's payoff at expiration is most likely equivalent to that of:

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