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[CFA一级]衍生品OPTION问题

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.

答案错了,你的理解是正确的

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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。

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