题目
According to put-call parity, which one of the choices below is equivalent to writing a put?
选项
A.Buying a call, buying stock, and lending.
B.Writing a call, buying stock, and lending.
C.Writing a call, buying stock, and borrowing.
D.Writing a call, selling stock, and borrowing.
答案
C
解析
p＋S=c＋PV(K)→﹣p=S﹣c﹣PV(K)「huixue_img/importSubject/1564169527682535424.png」