Prior to expiration, the long position in a European option would have: | A) | more current credit risk than potential credit risk. |
| | B) | an equal amount of current and potential credit risk. |
| C) | only potential credit risk. |
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Answer and Explanation
Since the long position can only be owed money at expiration, then that is when there is current credit risk. Prior to that, there can only be potential credit risk.
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发表于 2008-9-17 18:13
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