题目内容

From put–call parity, which of the following transactions is risk- free?

A. Long asset, long put, short call
B. Long call, long put, short asset
C. Long asset, long call, short bond

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Based on put-call parity, a trader who combines a long asset, a long put, and a short call will create a synthetic:

A. long bond.
B. fiduciary call.
C. protective put.

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Which of the following transactions is the equivalent of a synthetic long call position?

A. Long asset, long put, short call
B. Long asset, long put, short bond
C. Short asset, long call, long bond

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Combining a put, a forward contract and a zero-coupon bond generates equivalent outcomes at expiration to those of a:Here these three assets have the same maturity. The put and the forward contract have the same exercise price. The face value of the bond is equal to this exercise price.

A. fiduciary call.
B. long call combined with a short asset.
C. forward contract combined with a risk- free bond.

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Holding an asset and buying a put on that asset is equivalent to:

A. initiating a fiduciary call.
B. buying a risk- free zero- coupon bond and selling a call option.
C. selling a risk- free zero- coupon bond and buying a call option.

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From put–call parity, which of the following transactions is risk- free?

A. Long asset, long put, short call B. Long call, long put, short asset C. Long asset, long call, short bond

Based on put-call parity, a trader who combines a long asset, a long put, and a short call will create a synthetic:

Which of the following transactions is the equivalent of a synthetic long call position?

Combining a put, a forward contract and a zero-coupon bond generates equivalent outcomes at expiration to those of a:Here these three assets have the same maturity. The put and the forward contract have the same exercise price. The face value of the bond is equal to this exercise price.

Holding an asset and buying a put on that asset is equivalent to:

A. Long asset, long put, short call
B. Long call, long put, short asset
C. Long asset, long call, short bond