问题如下图:
选项:
A.
B.
C.
解释:
麻烦讲解一下是哪个知识点?虽然选对了但是不明白意思
NO.PZ2016031201000045 问题如下 Baseon put-call parity, a trar who combines a long asset, a long put, ana short call will create a syntheti A.long bon B.ficiary call. C.protective put. A is correct.A long boncsynthetically createcombining a long asset, a long put, ana short call. A ficiary call is createcombining a long call with a risk free bon A protective put is createcombining a long asset with a long put.中文解析本题考察put call parity,即P+S=C+K根据题意,long stock+long put+short call,即P+S-C根据P+S=C+K,P+S-C=K,K表示long bon所以long stock+long put+short call可以合成一个债券多头头寸。 有一点一直模棱两可,虽然题目也能做对,ck=ps 中,k 和 s 分别是什么?
c+k=p+s都各代表什么意思呢?谢谢老师