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16.A trader buys a call and sells a put with the same strike price and maturity date. What is the position equivalent to?
A.A long forward
B.A short forward
C.Buying the asset
D.None of the above
A.A long forward
B.A short forward
C.Buying the asset
D.None of the above
Answer: A
From adding up the two payoffs we see that A is true: max(ST−K,0)−max(K−ST,0)= ST−K
From adding up the two payoffs we see that A is true: max(ST−K,0)−max(K−ST,0)= ST−K
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015