Iris
2018-08-05 21:56請問下老師這道題。Which option combinayion most closely simulates the economics of a short position in a future contract? A.payoff of a long call plus a short put B. Profit of a long call plus a short put C. Payoff of a long put plus short call D. Profit of long put plus a short call 我覺得a,c都對好像。。
所屬:FRM Part I 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Galina助教
2018-08-06 16:39
該回答已被題主采納
問的是short futures
A是long futures
