解题思路

NO.PZ2023040401000099 问题如下 Accorng to put–call–forwarparity, if the put in a protective put with forwarcontraexpires out of the money, the payoff is most likely equto: A.the market value of the unrlying asset. B.zero. C.the favalue of a risk-free bon A protective put with forwarcontrais finea long position in (1) a bonthhthe favalue equto the forwarcontract, (2) a forwarcontract, an(3) a long position in a put. If the put expires out of the money, the value of the overall position is equto the market value of the asset.+ F0(t) (payoffof bon+ ST – F0(t)(payoff of forwar+ 0 (payoff of option)= ST (payoff of strategy)B is incorrect. Zero is the payoff of the put alone. This ignores the other positions in the strategy.C is incorrect. The favalue of the risk-free bonis the payoff of the protective put with forwarcontraif the put expires in the money. 请问老师这道题是用哪个公式来套的呢？没有特别搞清楚

NO.PZ2023040401000099 问题如下 Accorng to put–call–forwarparity, if the put in a protective put with forwarcontraexpires out of the money, the payoff is most likely equto: A.the market value of the unrlying asset. B.zero. C.the favalue of a risk-free bon A protective put with forwarcontrais finea long position in (1) a bonthhthe favalue equto the forwarcontract, (2) a forwarcontract, an(3) a long position in a put. If the put expires out of the money, the value of the overall position is equto the market value of the asset.+ F0(t) (payoffof bon+ ST – F0(t)(payoff of forwar+ 0 (payoff of option)= ST (payoff of strategy)B is incorrect. Zero is the payoff of the put alone. This ignores the other positions in the strategy.C is incorrect. The favalue of the risk-free bonis the payoff of the protective put with forwarcontraif the put expires in the money. 如何判断C中的favalue of the free bon的是F0(T) 还是X? 加入put option 到期时in the money, payoff应该是X对么？

NO.PZ2023040401000099问题如下 Accorng to put–call–forwarparity, if the put in a protective put with forwarcontraexpires out of the money, the payoff is most likely equto: A.the market value of the unrlying asset.B.zero.C.the favalue of a risk-free bon A protective put with forwarcontrais finea long position in (1) a bonthhthe favalue equto the forwarcontract, (2) a forwarcontract, an(3) a long position in a put. If the put expires out of the money, the value of the overall position is equto the market value of the asset.+ F0(t) (payoffof bon+ ST – F0(t)(payoff of forwar+ 0 (payoff of option)= ST (payoff of strategy)B is incorrect. Zero is the payoff of the put alone. This ignores the other positions in the strategy.C is incorrect. The favalue of the risk-free bonis the payoff of the protective put with forwarcontraif the put expires in the money. call in the money为啥收益不是ST-X？

NO.PZ2023040401000099 问题如下 Accorng to put–call–forwarparity, if the put in a protective put with forwarcontraexpires out of the money, the payoff is most likely equto: A.the market value of the unrlying asset. B.zero. C.the favalue of a risk-free bon A protective put with forwarcontrais finea long position in (1) a bonthhthe favalue equto the forwarcontract, (2) a forwarcontract, an(3) a long position in a put. If the put expires out of the money, the value of the overall position is equto the market value of the asset.+ F0(t) (payoffof bon+ ST – F0(t)(payoff of forwar+ 0 (payoff of option)= ST (payoff of strategy)B is incorrect. Zero is the payoff of the put alone. This ignores the other positions in the strategy.C is incorrect. The favalue of the risk-free bonis the payoff of the protective put with forwarcontraif the put expires in the money. 这道题考点是什么啊？一直不明白