NO.PZ2018062007000083
问题如下：
Based on put–call parity, which of the following combinations results in a synthetic long asset position?
选项：
A.
A long call, a short put, and a long bond
B.
A short call, a long put, and a short bond
C.
A long call, a short asset, and a long bond
解释：
A is correct. One can synthetically create a long asset position by buying a call, shorting a put, and buying a bond.
B is incorrect because combining a short call and a short bond with the right to sell (not buy) another asset via a long put could not result in a new synthetic long asset position.
C is incorrect because combining a long call, a short asset, and a long bond creates a long put, not a synthetic long asset.
中文解析：
本题考查put-call parity
c+k=p+s
变形得s=c+k-p
正号为long，负号代表short
看其他答案，说k是bond，s是stock，这是为什么呢？讲义上K是执行价格X的折现，s是underlying，也没说是某种特别的资产类型呀。
