周同学2019-03-06 01:11:15
周同学combining a protective put with a forward contract generates equivvalent outcomes at expiration to those of a A fiduciary call B long call combined with a short asset C forward contract combined with a risk-free bond
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Paroxi2019-03-06 16:54:40
Paroxi同学你好，这道题考察基本概念，the fiduciary call is equivalent to the protective put with a forward contract。FT/(1+R)^T+Po=Co+X/(1+R)^T. 这是基本知识点put-call-forward parity，原版书98页
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