用A,B,C复制D的现金流,假设D的价格为1200,构造组合如下
Bond Unit Price 1st 2nd 3rd
A sell 0.17665 +153.683 -180.18
B sell 0.1802 +176.5765 -19.82 - 200
C sell 1.2 +960 - 240 - 240 - 1440
D buy 1 -1200 440 440 1440
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无风险套利 90.26 0 0 0