问题如下:
Lee, a junior analyst, works in the derivatives research division of an international securities firm. Lee’s supervisor, John, asks him to conduct an analysis of various option trading strategies relating to shares of W&M co..
Lee considers constructing a synthetic long forward position on W&MZ's stock. Implementing the strategy would require him to :
选项:
A.long call on W&M.
B.long put on W&M.
C.short stock of W&M.
解释:
A is correct.
To construct a synthetic long forward position, Lee would buy a call option on W&M. Of course, he would also need to short a put option with identical strike price and expiration to complete the synthetic long forward position.
为什么long stock不可以?