题目
Which of the following will create a bull spread?
选项
A.Buy a put with a strike price of X = 50, and sell a put with a strike price of 55.
B.Buy a put with a strike price of X = 55, and sell a put with a strike price of 50.
C.Buy a call with a premium of 5, and sell a call with a premium of 7.
D.Buy a call with a strike price of X = 50, and sell a put with a strike price of 55.
答案
A
解析
A bull spread involves buying a put with a low strike price and selling another put with a high strike price or buying a call with a low strike price and selling another call with a high strike price.牛市价差的基本策略是：同种期权，买入执行价格低的，卖出执行价格高的期权。