问题如下图：
选项：
A. 
B. 
C. 
解释：
题是做对了但还是想问一下 什么叫以执行价为面值的零息债？
NO.PZ2016031202000020问题如下Whiof the following statements is most likely correct? A.Volatility hsignificant effeon put-call parity. B.Accorng to put-call parity, the put priequals call price. C.Accorng to put-call-forwarparity, a ficiary call is equivalent to a protective put with a forwarcontract. C is correct. put-call-forwarparity:F0(T)(1+r)T+p0=c0+X(1+r)T \frac{{\text{F}}_0(\text{T})}{{(1+r)}^\text{T}}+p_0=c_0+\frac{\text{X}}{{(1+r)}^\text{T }}(1+r)TF0(T)+p0=c0+(1+r)T XA is incorrect, volatility hno effeon put-call parity中文解析波动率对put-call parity没有影响；put-call forwarparity 是put-call parity的一个扩展，put-call parityC+K=P+S，其中等式右边的 long sto= long forwar+ long bonbon的面值为F0(T)注意等式左边的bon面值为X，0时刻便有等式 C少了一个long bon
NO.PZ2016031202000020 关于long call + long bon= long put +long forwar+ long bon(面值为F0(T) 所以long put + long bon也是protective put? 而不是仅仅局限于 long put + long sto?
NO.PZ2016031202000020 long forwar+ long bon以被叫做一份远期合约吗？是这样理解么？
NO.PZ2016031202000020 为什么波动率对put-call parity没有影响？不是波动率会影响put和call的价值吗
B为什么不对？
