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