We discussed Put-Call Parity in class. We also used this idea to price put options, with the underlying assumption that

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answerhappygod
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We discussed Put-Call Parity in class. We also used this idea to price put options, with the underlying assumption that

Post by answerhappygod »

We discussed Put-Call Parity in class. We also used this idea to
price put options, with the underlying assumption that no arbitrage
exists when the parity equation holds. Use the Bloomberg terminal
to find the current S&P 500 index value and pick an S&P 500
option that’s at-the-money or near ATM. See if the parity equation
holds. Why or why not?
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