NO.PZ2023040401000098
问题如下：
According to put–call–forward parity, the difference between the price of a put and the price of a call is most likely equal to the difference between:
选项：
A.forward price and spot price discounted at the risk-free rate.
spot price and exercise price discounted at the risk-free rate.
exercise price and forward price discounted at the risk-free rate.
解释：
Put-call-forward parity can be written as:
p0 – c0
= [X – F0(T)]/(1 + r)T
This means that the difference between the price of a put and the price of a call is equal to the difference between exercise price and forward price discounted at the risk-free rate.
A is incorrect. Neither put–call parity nor put–call–forward parity support this interpretation.
B is incorrect. Neither put–call parity nor put–call–forward parity support this interpretation.
从C+X/(1+r)^t = P+S，推出：P - C = X/(1+r)^t - S，那么B选项哪里错了，说的不就是等号右边的事儿么
