题目
According to Put-Call parity, which of the following is equivalent to buying a call option on a stock?
选项
A.Writing a put, selling the stock, and buying bonds (lending).
B.Writing a put, buying the stock, and selling short bonds (borrowing).
C.Buying a put, selling the stock, and buying bonds (lending).
D.Buying a put, buying the stock, and selling short bonds (borrowing).
答案
D
解析
The payoff from buying a call option is the same as that of selling short bonds, buying the stock, and buying a put. You can see that by using put-call parity:「huixue_img/importSubject/1564169526738817024.png」