曼联天下 · 2024年01月20日

synthetic 的相关讲义在哪里

1. CFA III
2. Derivative

* 问题详情，请 查看题干

NO.PZ202212300200003101

问题如下：

Strategy 1 would require Nuñes to buy:

选项：

A.

shares of IZD

B.

a put option on IZD

C.

a call option on IZD

解释：

Correct Answer: C

C is correct. To construct a synthetic long put position, Nuñes would buy a call option on IZD. Of course, she would also need to sell (short) IZD shares to complete the synthetic long put position.

Synthetic forward和一般的FORWARD有什么区别吗 谢谢