题目内容

With respect to option strategies, the shape of the graph that illustrates both the value at expiration and profit for selling a put is most in shape to the graph for:

A. selling a call.
B. buying a call.
C. a covered call position.
D. a protective put position.

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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.

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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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With respect to option strategies, the shape of the graph that illustrates both the value at expiration and profit for selling a put is most in shape to the graph for:

A. selling a call. B. buying a call. C. a covered call position. D. a protective put position.

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

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:

A. selling a call.
B. buying a call.
C. a covered call position.
D. a protective put position.