NO.PZ2023041003000030
问题如下：
Statement #3
“Using put–call parity,
you can also create synthetic options on forward contracts. The data in Exhibit
1 can be used to establish the price of such a synthetic put.”
The price of the
synthetic put in Statement #3 is closest to:
选项：
A.$15.48.
$16.33.
$18.00.
解释：
When dealing with
forward contracts, as in Burke’s Statement #3, put–call parity must be
modified. Rather than shorting the stock, a forward contract is used. The
current stock price, S
Substituting the
values from Exhibit 1:
老师，您好！
如下图
公式中的X应该是指债券的价格吧，为什么是用行权价格55来替换呢？这是call的行权价还是put的行权价？麻烦补充一下，谢谢！
