[CFA一级]衍生品OPTION问题 believes, investor, months, 衍生品, 投资者

AnalystAlan

关于以下衍生品题目，来自的某套MOCK。公布的答案是B，原因是：若股票如期上涨，LONG CALL可以让投资者赚到(95-88-1.56)$。大， 为何答案C是错误的呢？如果直接LONG SHARE，(可以赚到95-88)$。虽然承担了一定下行风险，但我的理解题目并不需要考虑风险问题。请指教，谢谢！ An investor with $5000 to invest believes that the price of ABC Corp. stock will appreciate by $7 to $95 in two months. The two-month at-the-money put on one share of ABC stock costs $1.76, while the two-month at-the-money call costs $1.56. In order to profit from his view on ABC stock, he will most likely: A. sell puts on shares of ABC. B. buy calls on shares of ABC. C. buy shares of ABC.

童老师

答案错了，你的理解是正确的

aabb333

一共有$5000,一个call $1.56，可以买3205个，一个赚$5.44，一共能赚$17435.2。
一个share $88，能买56 shares，一个赚$7，一共赚$329。