NO.PZ2018113001000054
问题如下：
Lee, a junior analyst, works in the derivatives research division of an international securities firm. Lee’s supervisor, John, asks him to conduct an analysis of various option trading strategies relating to shares of W&M co..
Lee considers constructing a synthetic long forward position on W&MZ's stock. Implementing the strategy would require him to :
选项：
A.long call on W&M.
B.long put on W&M.
C.short stock of W&M.
解释：
A is correct.
To construct a synthetic long forward position, Lee would buy a call option on W&M. Of course, he would also need to short a put option with identical strike price and expiration to complete the synthetic long forward position.
中文解析：
本题考察的是用期权合成一个forward头寸。
合成一个long forward 头寸，需要long call同时short一个相同执行价格和到期日的put。
我想问一下，从put call parity 的角度考虑 PS = CK， 根据答案C-P可以复制forward的话，那是不是forward 就相当于是S-K, 文字意义就是借钱买股票？
