问题如下:
Andrea, a junior analyst, works in the derivatives research division of an international securities firm. Andrea’s supervisor, Alice, asks him to conduct an analysis of various option trading strategies relating to shares of PZ co..
Andrea considers constructing a synthetic long call position in PZ. Implementing the strategy would require him to :
选项:
A. short shares of PZ.
B. long a put option on PZ.
C. short a call option on PZ.
解释:
B is correct.
To construct a synthetic long call position, Andrea would buy a put option on PZ. Of course, he would also need to long PZ shares to complete the synthetic long call position.
这道题是默认持有stock吗?合成long call需要long put option 和 long stock,但选项里只有long put