NO.PZ2016031202000030
问题如下:
According to put-call-parity, long put = :
选项:
A.short call ,long stock, long bond
B.long call, long stock, short bond
C.long call, short stock, long bond
解释:
C is correct. Based on p+s=c+k, long put= long call+long bond+short stock
中文解析:
在c+k=p+s 这个公式里面,+代表long,- 代表short
p=c+k-s
所以long put=long call ,long bond ,short stock
CK=PS, k s 分别是什么?