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[CFA level 1模拟真题]Version 1 Questions-Q47

Q47. which of the following uncovered positions is most likely to have graph that looks like the graph for a:                                                       .

Protective put?                Covered call?

A.    long call                      long put

B.    long call                      short put

C..   short-call                      long put

D.    short call                     short put

 

答案和详解如下:

Q47.   B   Study Session 17-78.a,b

If put – call parity exists, the graph for a protective put looks like the graph for a long call and the graph for a cobered call looks like the graph for a short put.

see

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d

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b

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b

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C

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sese

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谢谢

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a

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[em01]

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