An investment in a callable bond can be analytically decomposed into a:
  a)  Long position in a non-callable bond and a short position in a put
  option.
  b)  Short position in a non-callable bond and a long position in a call
  option.
  c)  Long position in a non-callable bond and a long position in a call
  option.
  d)  Long position in a non-callable and a short position in a call option.
  答案:選D
  高頓FRM題庫——全球財(cái)經(jīng)專業(yè)題庫(精選題、練習(xí)系統(tǒng)、名師答疑)>>>點(diǎn)擊進(jìn)入“每日一練”