chris2.0🔱 · 2022年06月20日
NO.PZ2018113001000006
问题如下：
In order to equitize $500 million in cash for a one-month period, the manager could:
选项：
A.
Short risk-free bond and long futures
B.
Short stock and long risk-free bond
C.
Long risk-free bond and long equity futures
解释：
C is correct.
考点：synthetic index fund
解析：
根据公式：买入股票=买入无风险资产+买入期货
通过long bond and futures 可以将现金头寸变成股票的头寸，即 equitize cash。
画个图怎么理解，画个图
NO.PZ2018113001000006 问题如下 In orr to equitize $500 million in cash for a one-month perio the manager coul Short risk-free bonanlong futures Short stoanlong risk-free bond Long risk-free bonanlong equity futures C is correct. 考点synthetic inx fun 解析 根据公式买入股票=买入无风险资产+买入期货 通过long bonanfutures 可以将现金头寸变成股票的头寸，即 equitize cash。 感觉这里如果long bon话相当于增加了ration，有点像往bon然后再往equity转的意思。。。
NO.PZ2018113001000006 问题如下 In orr to equitize $500 million in cash for a one-month perio the manager coul Short risk-free bonanlong futures Short stoanlong risk-free bond Long risk-free bonanlong equity futures C is correct. 考点synthetic inx fun 解析 根据公式买入股票=买入无风险资产+买入期货 通过long bonanfutures 可以将现金头寸变成股票的头寸，即 equitize cash。 老师请问，这一题可以从put call parity角度思考吗？C+K=P+S
NO.PZ2018113001000006 问题如下 In orr to equitize $500 million in cash for a one-month perio the manager coul Short risk-free bonanlong futures Short stoanlong risk-free bond Long risk-free bonanlong equity futures C is correct. 考点synthetic inx fun 解析 根据公式买入股票=买入无风险资产+买入期货 通过long bonanfutures 可以将现金头寸变成股票的头寸，即 equitize cash。 老师，考点synthetic inx fun是rivatives 第几章的知识点？R9嘛？equitize $500 million in cash 的意思是把手里的现金变成股票嘛？
NO.PZ2018113001000006 问题如下 In orr to equitize $500 million in cash for a one-month perio the manager coul Short risk-free bonanlong futures Short stoanlong risk-free bond Long risk-free bonanlong equity futures C is correct. 考点synthetic inx fun 解析 根据公式买入股票=买入无风险资产+买入期货 通过long bonanfutures 可以将现金头寸变成股票的头寸，即 equitize cash。 老师我看原版书上只是要算Nf但没有提到long bon请问这道题的出处是哪里呢？ 谢谢！
