| 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. |
发表于 2013-9-17 05:06
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