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How to use a portfolio of call option

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Reference no: EM132722674

Use the put-call parity to explain:

A) How to use a portfolio of call option, the underlying asset and zero-coupon bond to replicate a put option.

B) How to use zero-coupon bond and stock options to replicate a stock.

C) How to use stock and zero-coupon bond to replicate a portfolio that longs a call and shorts a put.

Reference no: EM132722674

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