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题目 A knock-in barrier option is harder to hedge when it is: 选项 A.in the money B.out of the money C.at the barrier and near maturity D.at the inception of the trade 答案 C 解析 Owing to [...]

题目 Assume that the current price of a stock is $100. A call option on that stock with an exercise price of $97 costs $7. A call option on the stock with the same expiration and an exercise price [...]

题目 The price of a non-dividend-paying stock is $20.00. The price of a one-year European call option on the stock with a strike price of $21.00 is $4.00. The price of a one-year European put [...]

题目 Of the following options, which one does not benefit from an increase in the stock price when the current stock price is $100 and the barrier has not yet been crossed: 选项 A.A down-and-out [...]

题目 You want to choose at a particular date whether the option is a call or a put. What type of option should you buy? 选项 A.Chooser option B.Barrier option C.Binary option D.Asian option [...]

题目 A butterfly spread involves positions in options with three difference strike prices. It can be created by buying a call option with a low strike of X1; buying a call option with a high strike [...]

题目 The price of a dividend-paying stock is $44.00 while the risk-free rate is 3.0%. Consider a European call option and a European put option with identical strike prices, K = $40.00, and [...]

题目 Your bank is an active player in the commodity market. The view of the economist of the bank is that inflation is expected to rise moderately in the near term and market volatility is expected [...]

题目 Consider a one-year barrier call option on a non-dividend-paying stock with a volatility of 30.0% per annum when the stock's price is $25.00 and the option's strike price is $20.00. The [...]

题目 The credit risks to the fixed-rate payer in a swap: 选项 A.increase when floating rates are below the swap rate. B.increase when floating rates rise above the swap rate. C.are greatest just [...]