题目 An investor sells a June 2008 call of ABC Limited with a strike price of USD 45 for USD 3 and buys a June 2008 call of ABC Limited with a strike price of USD 40 for USD 5. What is the name of [...]
题目 A 3 month European call option on DEF stock with a strike price of $50 is trading for $2.25. The risk free rate is 10%. The current stock price of DEF stock is $48. Calculate the value of a [...]
题目 According to Put-Call parity, writing a put is like: 选项 A.Buying a call, buying stock, and lending. B.Writing a call, buying stock, and borrowing. C.Writing a call, buying stock, and [...]
题目 A long position in a put option can be synthetically produced by: 选项 A.Long position in the underlying and a short position in a call. B.Short position in the underlying and a long [...]
题目 What is the lower pricing bound for a European call option with a strike price of 80 and one year until expiration? The price of the underlying asset is 90, and the 1-year interest rate is 5% [...]
题目 Which of the following statements about options on futures is true? 选项 A.An American call is equal in value to a European call. B.An American put is equal in value to a European put. [...]
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 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 [...]
题目 An American investor holds a portfolio of French stocks. The market value of the portfolio is €10 million, with a beta of 1.35 relative to the CAC index. In November, the spot value of the [...]
题目 Which of the followingfactors’ increment will make the American put option values increase? I Volatility II Dividends III StockPrice IV Timeto expiration 选项 A.I and III only B.II and IV [...]
