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Put-call parity for options on forward contracts at the initiation of the option where the forward price at that time (time=0) is FT, can best be expressed as: A. c0 + X / (1 + R)T − FT = p0. B. c0 − (X − FT) / (1 + R)T = p0. C. c0 + (X − FT) / (1 + R)T = p0. |