NO.PZ2020021203000084
问题如下:
Explain two ways a bear spread can be created.
选项:
解释:
A bear spread can be created by buying a put with a certain strike price, K2, and selling a put with a lower strike price, K1 . Both puts have the same time to maturity. It can also be created by buying a call with strike price K2, selling a call with strike price K1 , and adding an amount of cash equal to the present value of the difference between the strike prices.
adding an amount of cash equal to the present value of the difference between the strike prices请问为什么需要加这句呀?