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I wanted to know how is stock volatile in relation to the choice of time period or observation frequency?

Hi David, Put Call Parity what I have studied is that PUT + Stock = Bond + Call. What I understand from what you have said is that i cannot earn anything from this situation. As to earn I must long a call and short a put, which shud be equal to the Future Cash which we need to borrow at Rfr...

I am currently studying put call parity. I am stuck on one thing . If in a put-call parity there is a call, but the risk free rate is zero. So is there any opportunity of arbitrage in this case?