consider the following statements, which one is correct?
a, short a coupon bond is equivalent to long effective duration and short effective convexity（Why  short a coupon bond 就等于后面的）
b, long a plain vanilla call option is equivalent to long delta and also long gamma（long delta, long gamma 说明什么？）
c, short a plain vanilla put option is equivalent to short vega
d, long a deep in the money up and out call option is equivalent to long delta and short vega(vega 的long 与short 又说明了什么)

谁能帮我仔细的分析一下这题么 万分感谢 答案为D

下一题
2年zero-coupon bond  发行者为XYZ 现在的rating 为A
从现在起一年后仍然留在A的概率为85%，AA为5%，B为10%
the risk free rate is flat at 4%, the credit spreads are flat at 40,80 and 150 basis points for AA, A, B
求expected value of the zero-coupon bond one year from now （USD100 face amount）

A 92.59
B 95.33
C 95.37
D 95.42
最后的结果为C 95.37
谁能告诉下如何算出来的么?算了好久没出来这个结果