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」