Q. If an underlying asset’s price is less than a related option’s strike price at expiration, a protective put position on that asset versus a fiduciary call position has a value that is:
- lower.
- the same.
- higher.
老师,官网这道题为什么选2?
根据平价公式,ck=ps,这道题条件是底层资产价格比执行价格低,说明put option value 更大,而且put call 是零和游戏,所以为啥这题不选3?