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tT
发表于 2010-4-26 14:19 | 只看该作者

Reading 70: Option Markets and Contracts LOSc习题精选

include, interest, following
LOS c: Identify the types of options in terms of the underlying instruments.

Financial options include all of the following EXCEPT options on:

A)
 interest rates.
B)
 foreign currencies.
C)
 futures.


Options on futures are considered a separate type of options.

 

 

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honeycfa

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2#
发表于 2010-4-26 14:19 | 只看该作者

An option to buy Mexican pesos is:

A)
 an exchange rate option.
B)
 a foreign option.
C)
 a currency option.


Options on foreign currencies are called currency options and cover a specific number of foreign currency units.

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3#
发表于 2010-4-26 14:20 | 只看该作者

Which of the following statements regarding interest-rate options is least accurate?

A)
 They are based on a fixed income security.
B)
 Call option values move in the same direction as interest rates.
C)
 They are based on a specific interest rate rather than a bond.


Treasury bond or bill options are options on fixed income securities. Interest rate options are based on a specific reference rate and interest rate calls have positive payoffs when the reference rate is above the rate specified in the contract.

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4#
发表于 2010-4-26 14:20 | 只看该作者

An option is settled in cash, with nothing delivered. The long payoff is the difference between the security value and the strike price, multiplied by a contract multiplier. The option is a(n):

A)
 index option.
B)
 commodity option.
C)
 futures option.


Options on stock indexes are only settled in cash and require a multiplier to determine the payoff. Futures options give the holder the right to buy or sell a futures contract, but require no multiplier. Commodity options give the holder the right to buy or sell physical goods.

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