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.
Answer: C
The put requires a short position in the underlying rather than a long position.
我选的是B，答案是C。但我怎么看都觉得答案的解释是印证了B选项。
有没有哪位大虾帮忙看看？ | 
发表于 2009-12-4 18:11
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