A European call and a European put on the same underlying asset each have an exercise price of $45. The two options have six months to expiration and are both selling for $4. The underlying asset is selling for $43 and the rate of return on a 1-year Treasury bill is 6%. According to put-call parity it is most likely that: —

单选题 编号：2692166

1. A European call and a European put on the same underlying asset each have an exercise price of $45. The two options have six months to expiration and are both selling for $4. The underlying asset is selling for $43 and the rate of return on a 1-year Treasury bill is 6%. According to put-call parity it is most likely that:

A.The call option is overvalued.
B.The put option is overvalued.
C.The underlying asset is overvalued.

选择购买的题库

2025年CFA考试《Level Ⅰ》考试题库

试题数量：2861

价格：60.00/年

登录后查看答案及解析

选择购买的题库