Solved

Suppose You Are Short a Call and Long a Put

Question 19

Multiple Choice

Suppose you are short a call and long a put on the S&P 500 index with the same strike and same maturity. Then, you are essentially holding


A) A long forward on the S&P 500 index
B) A long straddle on the S&P 500 index
C) A short forward on the S&P 500 index
D) A short straddle on the S&P 500 index

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions