回答(1)
Evian, CFA2021-09-07 20:15:00
同学└(^o^)┘你好,
Based on put-call parity, a trader who combines a long asset, a long put, and a short call will create a synthetic:
A long bond. B fiduciary call. C protective put.
put call parity是指C+K=P+S,+S+P-C应该等于K
而
long call + long bond, 称为“fiduciary call”
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