QUESTIONS 91 THROUGH 96 RELATE TO DERIVATIVE INVESTMENTS.

93. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON 2011
MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON 2011

93. Based on put-call parity for European options, a synthetic put is most likely equivalent to a:

A. long call, short underlying asset, long bond.

B. long call, long underlying asset, short bond.

C. short call, long underlying asset, short bond.