看来出考题的人没成功忽悠考生，却把自己给忽悠了。。。
B是错的。
所以答案应该是B。（选B）
题目：
93. A description least likely to explain put-call parity is:
A. A fiduciary call option strategy and a protective put option strategy for an underlying asset are equal in value.
B. A put is equivalent to a long call, a long position in the underlying asset, and a long position in the risk-free asset.
C. A call is equivalent to a long put, a long position in the underlying asset, and a short position in the risk-free asset. | 
发表于 2009-6-1 15:48
| 
