NO.PZ2023040401000097
问题如下：
According to put-call parity, if a fiduciary call expires in the money, the payoff is most likely equal to the:
选项：
A.face value of the risk-free bond.
difference between the market value of the asset and the face value of the risk-free bond.
market value of the asset
解释：
A fiduciary call, defined as a long position in a call and in a risk-free bond, generates a payoff that is equal to the market value of the asset if it expires in the money
expires in the money那不是没行权，要不然怎么expire了，应该是exercised了。
