Question
The result that a protective put can be perfectly replicated by owning a U.S. T-bill and a call option is the _______. A. put-call parity
The result that a protective put can be perfectly replicated by owning a U.S. T-bill and a call option is the _______.
| A. put-call parity relation | ||
| B. covered call | ||
| C. protective put | ||
| D. straddle | ||
| E. strangle |
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Fundamentals Of Corporate Finance
Authors: Stephen A Ross, Randolph W Westerfield, Bradford D Jordan
7th Edition
0073134295, 9780073134291
