If a call option is underpriced relative to the binomial model, investors can earn a return in excess of the risk-free rate by buying the call and simultaneously:
您的回答C, 正确答案是: B
A
investing the present value of the strike price at the risk-free rate.
B
selling short the underlying and investing the proceeds at the risk-free rate.
C
不正确buying the underlying and funding the transaction by borrowing at the risk-free rate.