题目内容

Based on put–call parity for European options, a synthetic put is most likely equivalent to a:

A. short call, long underlying asset, short bond.
B. long call, short underlying asset, long bond.
C. long call, long underlying asset, short bond.

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An investor purchases ABC stock at ＄71 per share and executes a protective put strategy. The put option used in the strategy has a strike price of ＄66, expires in two months, and is purchased for ＄1.45. At expiration, the protective put strategy breaks even when the price of ABC is closest to:

A. ＄64.55.
B. ＄67.45.
C. ＄72.45.

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According to put-call parity, if a fiduciary call expires in the money, the payoff is most likely equal to the:

A. face value of the risk-free bond.
B. difference between the market value of the asset and the face value of the risk-free bond.
C. market value of the asset.

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According to put–call–forward parity, the difference between the price of a put and the price of a call is most likely equal to the difference between:

A. forward price and spot price discounted at the risk- free rate.
B. spot price and exercise price discounted at the risk- free rate.
C. exercise price and forward price discounted at the risk- free rate.

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Which of the following statements best describes put–call parity?

A. The put price always equals the call price.
B. The put price equals the call price if the volatility is known.
C. The put price plus the underlying price equals the call price plus the present value of the exercise price.

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Based on put–call parity for European options, a synthetic put is most likely equivalent to a:

A. short call, long underlying asset, short bond. B. long call, short underlying asset, long bond. C. long call, long underlying asset, short bond.

According to put-call parity, if a fiduciary call expires in the money, the payoff is most likely equal to the:

According to put–call–forward parity, the difference between the price of a put and the price of a call is most likely equal to the difference between:

Which of the following statements best describes put–call parity?

A. short call, long underlying asset, short bond.
B. long call, short underlying asset, long bond.
C. long call, long underlying asset, short bond.