A description that will least likely be used toexplain put-call parity is: A.The prices of calls and puts on an underlyingasset must be consistent with each other to remove arbitrage opportunities. B.A fiduciary call option strategy and a protectiveput option strategy for an underlying asset are equal in value. C.A put is equivalent to long a call, a longposition in the underlying asset, and a long position in the risk-free asset. Solution: C
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来自: halphia > 《管理会计与CMA》