<t>Yes, it's dependent on the drift, here are my results for the equity case (5 years, 52 steps / year, Variant B), r = 2%, S_0 = K = 1, BS-vol = 0.4Dividend = 0.06 Put = 0.371687 NewCall = 0.381258 NewCall - Put = 0.00957093Dividend = 0.05 Put = 0.357894 NewCall = 0.36837 NewCall - Put = 0.0104756D...