问题如下:
Combining a protective put with a forward contract generates equivalent outcomes at expiration to those of a:
选项:
A. fiduciary call.
B. long call combined with a short asset.
C. forward contract combined with a risk-free bond.
解释:
A is correct.
Put−call forward parity demonstrates that the outcome of a protective put with a forward contract (long put, long risk-free bond, long forward contract) equals the outcome of a fiduciary call (long call, long risk-free bond). The outcome of a protective put with a forward contract is also equal to the outcome of a protective put with asset (long put, long asset).
p+s=c+k 这道题目有其他干扰项,请解释