NO.PZ2023040401000091
问题如下:
Combining a protective put with a forward contract generates equivalent outcomes at expiration to those of a:
选项:
A.fiduciary call.
long call combined with a short asset.
forward contract combined with a risk-free bond.
解释:
A is correct. Put−call forward parity demonstrates that the outcome of a protective put with a forward contract (long put, long risk-free bond, long forward contract) equals the outcome of a fiduciary call (long call, long risk-free bond). The outcome of a protective put with a forward contract is also equal to the outcome of a protective put with asset (long put, long asset).
如题