I've studied this topic a few times now, but am struggling to conceptualize what kind of question could be/would be asked on it?
I know that a value of a portfolio with a call option and a zero coupon bond is the same as a portfolio with a put option and the asset, but what kind of question can be written about this?
Thanks for all the help作者: spartanag07 时间: 2011-7-11 19:54
I've seen questions where they give you the values for the Put, Call, stock and risk-free rate. They ask you what the investor should do base on the Put-Call parity relationship.
Buy stock and Put, sell call and bond
Buy Call and bond, sell put and stock, etc......
Hope that helps...作者: dcfox83 时间: 2011-7-11 19:54
mnieman Wrote:
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>
>
> I know that a value of a portfolio with a call
> option and a zero coupon bond is the same as a
> portfolio with a put option and the asset, but
> what kind of question can be written about this?
>
> Thanks for all the help
If you've got that memorized you can just rearrange those variables to create a synthetic position in either the call option, put option, risk free, or the asset.作者: Daniel1985 时间: 2011-7-11 19:54
