NO.PZ2016082402000026
问题如下:
According to put-call parity, buying a put option on a stock is equivalent to
选项:
A.
Buying a call option and buying the stock with funds borrowed at the risk-free rate
B.
Selling a call option and buying the stock with funds borrowed at the risk-free rate
C.
Buying a call option, selling the stock, and investing the proceeds at the risk-free rate
D.
Selling a call option, selling the stock, and investing the proceeds at the risk-free rate
解释:
ANSWER: C
Buying a put creates a gain if the stock price falls, which is similar to selling the stock on the downside. On the upside, the loss is capped by buying a call.
这题不是很理解??????