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Consider both a European put and call that expire in December and have a strike price of $25. The no-arbitrage relationship between this put and call is referred to as which one of the following?

O intrinsic equilibrium
O Euro-match bull-call spread
O butterfly spread
O put-call parity

1 Answer

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Final answer:

The no-arbitrage relationship between a European put and a call option with the same strike price and expiration date is known as put-call parity, which prevents arbitrage opportunities and connects the prices of the options.

Step-by-step explanation:

The no-arbitrage relationship between a European put and call option with the same expiration date and strike price is referred to as put-call parity. Put-call parity is a fundamental concept in options pricing that establishes a relationship between the price of a European call option and a European put option to prevent arbitrage opportunities.

It is expressed by the formula: C - P = S - PV(X), where C is the price of the call, P is the price of the put, S is the current stock price, and PV(X) is the present value of the strike price (X), discounted at the risk-free interest rate.

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