Consider the following statements, which one is incorrect?
A
Short a coupon bond is equivalent to long effective duration and short effective convexity.
B
Long a plain vanilla call option is equivalent to long delta and also long gamma.
C
Short a plain vanilla put option is equivalent to short vega.
D
Long a deep in the money up and out call option is equivalent to long delta and short vega.
这个题A选项没有说是put option呀，为什么视频里用Put举例解释的，没懂
