题目内容

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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If an underlying asset’s price is less than a related option’s strike price at expiration, a protective put position on that asset versus a fiduciary call position has a value that is:

A. lower.
B. the same.
C. higher.

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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.

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:

If an underlying asset’s price is less than a related option’s strike price at expiration, a protective put position on that asset versus a fiduciary call position has a value that is:

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