chenghao1

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.