Consider A Stock That Pays No Dividends On Which A Futures Contract, A Call Option, And A Put Option Trade. The Maturity Date For All Three Contracts Is T, The Strike Price Of Both The Put And The Call Is K, And The Futures Price Is F. Prove That If K = F, Then The Price Of The Call Option Equals The Price Of The Put Option

Consider a stock that pays no dividends on which a futures contract, a call option, and a put option trade. The maturity date for all three contracts is T, the strike price of both the put and the call is K, and the futures price is F. Prove that if K = F, then the price of the call option equals the price of the put option

- October 5, 2022 - Edwin Tunner

Consider a stock that pays no dividends on which a futures
contract, a call option, and a put option trade. The maturity date for all three contracts is T, the strike
price of both the put and the call is K, and the futures price is F. Prove that if K = F, then the price of
the call option equals the price of the put option.

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