NO.PZ2018113001000054
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.
中文解析：
本题考察的是用期权合成一个forward头寸。
合成一个long forward 头寸，需要long call同时short一个相同执行价格和到期日的put。
为了合成long soforword话 应该不能单单单 long call 还要 short put 为何a单单 long call也ok 答案怪怪的。。。
