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| If VP is the value of a put option, V C is the value of a call option, V S is the value of the stock, and PV E is the present value of the exercise price, what is the formula for the put-call parity theorem for European options? A. V S = PV E – V P – VC B. V S + V P – V C = PV E C. V S ÷ PV E = V P ÷ VC D. PV E = V S – V P – VC |