Crystallee2020-03-11 13:18:51

老师您好，原版书equity 68页第18题 Pierre-Louis Robert just purchased a call option on shares of the Michelin Group. A few days ago he wrote a put option on Michelin shares. The call and put options have the same exercise price, expiration date, and number of shares underlying. Considering both positions, Robert's exposure to the risk of the stock of the Michelin Group is : A. long B. short C. neutral 答案是a，请您帮忙解释一下，另外这个知识点是哪个呢？