问题如下图：
选项：
A. 
B. 
C. 
解释：老师 A选项不是应该是law of one price的错误描述吗？怎么区分无套利原理和一价原则呀？
NO.PZ2016031201000015 问题如下 Arbitrage opportunities exist when: A.two inticassets or rivatives sell for fferent prices. B.combinations of the unrlying asset ana rivative earn the risk-free rate. C.arbitrageurs simultaneously buy takeover targets ansell takeover acquirers. A is correct.Arbitrage opportunities exist when the same asset or two equivalent combinations of assets thprothe same results sell for fferent prices. When this situation occurs, market participants woulbuy the asset in the cheaper market ansimultaneously sell it in the more expensive market, thus earning a riskless arbitrage profit without committing any capital. B is incorrebecause it is not the finition of arbitrage opportunity. C is incorrebecause it is not the finition of arbitrage opportunity. 中文解析套利指的是不花自己一分钱且不承担任何风险的情况下可以获得收益。A当产生相同结果的同一资产或两种等价资产组合以不同价格出售时，就存在套利机会。当这种情况发生时，市场参与者会在价格较低的市场买入资产，同时在价格较高的市场卖出资产（低买高卖），从而在不投入任何资金的情况下获得无风险的套利利润。 c为什么不对啊
NO.PZ2016031201000015 问题如下 Arbitrage opportunities exist when: A.two inticassets or rivatives sell for fferent prices. B.combinations of the unrlying asset ana rivative earn the risk-free rate. C.arbitrageurs simultaneously buy takeover targets ansell takeover acquirers. A is correct.Arbitrage opportunities exist when the same asset or two equivalent combinations of assets thprothe same results sell for fferent prices. When this situation occurs, market participants woulbuy the asset in the cheaper market ansimultaneously sell it in the more expensive market, thus earning a riskless arbitrage profit without committing any capital. B is incorrebecause it is not the finition of arbitrage opportunity. C is incorrebecause it is not the finition of arbitrage opportunity. 中文解析套利指的是不花自己一分钱且不承担任何风险的情况下可以获得收益。A当产生相同结果的同一资产或两种等价资产组合以不同价格出售时，就存在套利机会。当这种情况发生时，市场参与者会在价格较低的市场买入资产，同时在价格较高的市场卖出资产（低买高卖），从而在不投入任何资金的情况下获得无风险的套利利润。 B为什么不对啊，A是如何翻译得到解析里面的一段话的啊，我读不出来。
NO.PZ2016031201000015 问题如下 Arbitrage opportunities exist when: A.two inticassets or rivatives sell for fferent prices. B.combinations of the unrlying asset ana rivative earn the risk-free rate. C.arbitrageurs simultaneously buy takeover targets ansell takeover acquirers. A is correct.Arbitrage opportunities exist when the same asset or two equivalent combinations of assets thprothe same results sell for fferent prices. When this situation occurs, market participants woulbuy the asset in the cheaper market ansimultaneously sell it in the more expensive market, thus earning a riskless arbitrage profit without committing any capital. B is incorrebecause it is not the finition of arbitrage opportunity. C is incorrebecause it is not the finition of arbitrage opportunity. 中文解析套利指的是不花自己一分钱且不承担任何风险的情况下可以获得收益。A当产生相同结果的同一资产或两种等价资产组合以不同价格出售时，就存在套利机会。当这种情况发生时，市场参与者会在价格较低的市场买入资产，同时在价格较高的市场卖出资产（低买高卖），从而在不投入任何资金的情况下获得无风险的套利利润。 如题，不懂上面的翻译。谢谢！
NO.PZ2016031201000015 问题如下 Arbitrage opportunities exist when: A.two inticassets or rivatives sell for fferent prices. B.combinations of the unrlying asset ana rivative earn the risk-free rate. C.arbitrageurs simultaneously buy takeover targets ansell takeover acquirers. A is correct.Arbitrage opportunities exist when the same asset or two equivalent combinations of assets thprothe same results sell for fferent prices. When this situation occurs, market participants woulbuy the asset in the cheaper market ansimultaneously sell it in the more expensive market, thus earning a riskless arbitrage profit without committing any capital. B is incorrebecause it is not the finition of arbitrage opportunity. C is incorrebecause it is not the finition of arbitrage opportunity. 中文解析套利指的是不花自己一分钱且不承担任何风险的情况下可以获得收益。A当产生相同结果的同一资产或两种等价资产组合以不同价格出售时，就存在套利机会。当这种情况发生时，市场参与者会在价格较低的市场买入资产，同时在价格较高的市场卖出资产（低买高卖），从而在不投入任何资金的情况下获得无风险的套利利润。 难道不应该强调同时买入、卖出才能套利吗？
NO.PZ2016031201000015问题如下Arbitrage opportunities exist when:A.two inticassets or rivatives sell for fferent prices.B.combinations of the unrlying asset ana rivative earn the risk-free rate.C.arbitrageurs simultaneously buy takeover targets ansell takeover acquirers. A is correct.Arbitrage opportunities exist when the same asset or two equivalent combinations of assets thprothe same results sell for fferent prices. When this situation occurs, market participants woulbuy the asset in the cheaper market ansimultaneously sell it in the more expensive market, thus earning a riskless arbitrage profit without committing any capital. B is incorrebecause it is not the finition of arbitrage opportunity. C is incorrebecause it is not the finition of arbitrage opportunity. 中文解析套利指的是不花自己一分钱且不承担任何风险的情况下可以获得收益。A当产生相同结果的同一资产或两种等价资产组合以不同价格出售时，就存在套利机会。当这种情况发生时，市场参与者会在价格较低的市场买入资产，同时在价格较高的市场卖出资产（低买高卖），从而在不投入任何资金的情况下获得无风险的套利利润。 现货+衍生品赚取无风险收益，不就是套利机会吗？
