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According to Put-Call parity, buying a p...

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题目

According to Put-Call parity, buying a put option on a stock is equivalent to:

选项

A.Buying a call option and buying the stock with funds borrowed at the risk-free rate.

B.Selling a call option and buying the stock with funds borrowed at the risk-free rate.

C.Buying a call option, selling the stock, and investing the proceeds at the risk-free rate.

D.Selling a call option, selling the stock, and investing the proceeds at the risk-free rate.

答案

C

解析

通过买卖权平价公式可得:「huixue_img/importSubject/1564169528357818368.png」