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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, which of the following combinations results in a synthetic long asset position?

A long call, a short put, and a long bond
B. A short call, a long put, and a short bond
C. A long call, a short asset, and a long bond

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For a holder of a European option, put–call–forward parity is based on the assumption that:

A. no arbitrage is possible within the spot, forward, and option markets.
B. the value of a European put at expiration is the greater of zero or the underlying value minus the exercise price.
C. the value of a European call at expiration is the greater of zero or the exercise price minus the value of the underlying.

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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.

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:

Based on put–call parity, which of the following combinations results in a synthetic long asset position?

For a holder of a European option, put–call–forward parity is based on the assumption that:

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