题目
A bear spread is an option strategy in which the option trader:
选项
A.Purchases a high strike call option and sells a lower strike call option.
B.Sells a low strike call option and sells a higher strike put option.
C.Purchases a low strike put option and sells a higher strike call option.
D.Sells a low strike put option and buys a higher strike call option.
答案
A
解析
Bear spreads are those in which an option trader buys a high strike call option and sells a lower strike call.熊市价差的基本策略是：同种期权，买入执行价格高的，卖出执行价格低的。