标题: Put Call Parity Question [打印本页] 作者: OmarAdnan 时间: 2013-4-6 22:23 标题: Put Call Parity Question
A description least likely to explain putcall 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 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 asset.
Answer: C
Can somebody please explain to me why the answer is C? Wouldn’t the correct answer be B assuming P = C + X S? Answer B is indicating a long position in the underlying, wouldn’t that be a short?作者: bchadwick 时间: 2013-4-6 22:23
looks to be erratum..作者: AnalystForum 时间: 2013-4-6 22:23
Thanks, that’s what i thought, glad i wasn’t crazy
