1. How does the put–call parity formula for a futures option differ from put–cal

1. How does the put–call parity formula for a futures option differ from put–call parity for an option on a non-dividend-paying stock? 2. Consider an American futures call option where the futures contract and the option contract expire at the same time. Under what circumstances is the futures option worth more than the corresponding American option on the underlying asset?

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