题目
According to put-call parity, which of the following is equivalent to buying a put option on a stock?
选项
A.Buying a call option, selling the stock, and investing the proceeds 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 and buying the stock with funds borrowed at the risk-free rate.
D.Selling a call option, selling the stock, and investing the proceeds at the risk-free rate.
答案
A
解析
根据买卖权评价公式，买看跌相当于买看涨，买债券（投资），卖标的资产。「huixue_img/importSubject/1564169527615426560.png」