Based on put–call parity, which of the following combinations re

分类: CFA-Level1 发布时间: 2023-11-03 11:14 浏览量: 1

Based on put–call parity, which of the following combinations results in a synthetic long asset position?

A.

long call, a short put, and a long bond

B.

A short call, a long put, and a short bond

C.

A long call, a short asset, and a long bond

正确答案是A