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According to Put-Call parity, writing a ...

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题目

According to Put-Call parity, writing a put is like:

选项

A.Buying a call, buying stock, and lending.

B.Writing a call, buying stock, and borrowing.

C.Writing a call, buying stock, and lending.

D.Writing a call, selling stock, and borrowing.

答案

B

解析

通过买卖权平价公式可得:「huixue_img/importSubject/1564169528198434816.png」