Joejo9

旁友，我答案上是B

 

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: B

 

“Option Markets and Contracts”, Don M. Chance
2009 Modular Level I, Volume 6, pp. 106-110
Study Session 17-70-j Explain put-call parity for European options, and relate put-call parity to arbitrage and the construction of synthetic options. The put requires a short position in the underlying rather than a long position.