爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Assume an investor enters into a volatility swap as the receive-realized and pay-fixed volatility. The investor’s position is most similar to which trading strategy: 选项 A.Covered call [...]

题目 According to put-call parity, which one of the choices below is equivalent to writing a put? 选项 A.Buying a call, buying stock, and lending. B.Writing a call, buying stock, and lending. [...]

题目 According to put-call parity, which of the following is equivalent to buying a put option on a stock? 选项 A.Buying a call option, selling the stock, and investing the proceeds at the [...]

题目 The risk-free rate is 3.0% per annum while the current price of a non-dividend-paying stock is $56.00. An underwater (OTM) European put option on the stock has a strike price of $42.00 and [...]

题目 SCU stock is currently priced at $106 per share, and the risk-free interest rate is 3.25%. Assuming that SCU does not pay any dividends, what is the lower bound of an American put option on [...]

题目 A six-month put option with a strike price of $14.00 has a price (option premium) of $2.00 when the underlying stock price is $18.00. If a trader employs a protective put strategy (i.e., with [...]

题目 Joe Brocato is currently following two stocks in the pharmaceutical industry: ABC and XYZ. He is bullish on ABC, but bearish on XYZ. ABC is currently priced at $53.60 and XYZ is currently [...]

题目 The payoff on a calendar spread is most similar to which of the following option strategies? 选项 A.Bull spread B.Bear spread C.Long straddle D.Butterfly spread 答案 D 解析 A calendar [...]

题目 Suppose you believe that Company A's stock price is going to decline from its current level of $82.50 sometime during the next 5 months. For $510.25 you could buy a 5-month put option giving [...]

题目 The payoff pattern a WRITING A COVERED CALL is most similar to the payoff pattern of: 选项 A.Long put option B.Short put option C.Long forward position D.Short forward position 答案 A [...]