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QUESTION

Which of the following pairs of portfolios have the same payoff?

Which of the following pairs of portfolios have the same payoff?

(A) a risk-free bond that promises $100 in three months; (B) a short call and a long put both struck at $100 with expiration date of three months and the underlying stock

(A) a risk-free bond that promises $100 in three months; (B) a long call and short put both struck at $100 with expiration date of three months and the underlying stock

(A) a risk-free bond that promises $100 in three months; (B) a long call and a long put both struck at $100 with expiration date of three months and the underlying stock

(A) a risk-free bond that promises $100 in three months; (B) a short call and short put both struck at $100 with expiration date of three months and the underlying stock

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