hawszanderpelv2v
hawszanderpelv2v
10.10.2021 • 
Business

Describe the terminal value of the following portfolio: a newly entered-into long forward con-tract on an asset and a long position in a European put option on the asset with the samematurity as the forward contract and a strike price that is equal to the forward price of theasset at the time the portfolio is set up. Show that the European put option has the samevalue as a European call option with the same strike price and maturity

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