Which of the following is false:
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 riskfree asset
C. a call is equivalent to a long put, a long position in the underlying asset, and a short position in the riskfree asst
One of the mock exams confused me on this one.作者: eoin 时间: 2013-4-1 12:33
B is the answer作者: brain_wash_your 时间: 2013-4-1 12:33
answer is B.
you got confused because the mock answer was wrong.作者: iteracom 时间: 2013-4-1 12:33
that’s what i thought, thanks guys作者: strikethree 时间: 2013-4-1 12:33
Quick question on this..so if when rearranging the putcall formula around..when the Call is on one side of the equation and on the other is =P+underlying assetrisk asset..we can assume that anything that has a minus sign before it is being shorted.
Just wanted to confirm…thanks for the help.作者: Viceroy 时间: 2013-4-1 12:33
minus signs are shorting the position作者: SpyAli 时间: 2013-4-1 12:33
