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Pp= 8.117
58.12
0.13
21.01
206.91 Cc= 278.99 minus 72.08
S 450 Cc= S0*N(D1)-Ke^-(in)N(D2)
K 375 d1= LN(S/K)plus (r+ σ^2/2)T
i 9% σ * (T)^0.5
Variance 6% d2= d1- σ * (T)^0.5
n 7 Pp= Ke^-(in)*N(-D2)-SoN(-D1)
Compute the Cc and Pp and Prove the Put Call Parity.
-43.37
D1= 0.31 0.18 plus 0.02
N(D1)= 0.62 0.66
-D1 -0.31 0.38
D2= -0.36 -D2 0.36 0.64
N(D2)= 0.36
So + Pp = Ke^-(in) + Cc
450 (43.37) = 199.72 plus 206.91
406.63 406.63