问题
单项选择题
An analyst does research about the put-call parity. With respect to the put-call parity, which of the following positions is equal to a synthetic call position()
A. Long a put, long the underlying, and short a risk-free bond.
B. Short a put, long the underlying, and short a risk-free bond.
C. Long a put, short the underlying, and long a risk-free bond.
答案
参考答案:A
解析:
P+S=C+X/(1+rf)T-t,得出C=P+S-X/(1+rf)T-t。