Prove the result in equation (11.11). (Hint: For the first part of the relationship

Chapter 11, Problem 11.19

(choose chapter or problem)

Prove the result in equation (11.11). (Hint: For the first part of the relationship, consider (a) a portfolio consisting of a European call plus an amount of cash equal to D K, and (b) a portfolio consisting of an American put option plus one share.)

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