Question
Which of the following is a synthetic short put? A. Short stock, short put B. Long stock, short call C. Short stock, long put D.
Which of the following is a synthetic short put?
A. Short stock, short put
B. Long stock, short call
C. Short stock, long put
D. Long stock, long put
E. Short stock, long call
Which of the following measures the rate of decline in value of an option due to time decay?
A. Delta
B. Gamma
C. Theta
D. Vega
Step by Step Solution
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1 The correct answer is B Long stock short call Explanation A synthetic short put is cr...
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Auditing and Assurance Services
Authors: Timothy Louwers, Robert Ramsay, David Sinason, Jerry Straws
6th edition
978-1259197109, 77632281, 77862341, 1259197107, 9780077632281, 978-0077862343
