题目 A risk manager is analyzing the option prices for a non-dividend-paying stock. How would the risk manager create a synthetic long European call option position on this stock using an [...]
题目 If the current rate is 0.6650 (1 AUD = 0.6650USD) and the risk-free rates for the USD and AUD are 1.0% and 4.5% respectively, what is the lower bound of a 5-month European put option on the [...]
题目 The current price of stock ABC is $42 and the call option with a strike at $44 is trading at $3. Expiration is in one year. The corresponding put is priced at $2. Which of the following [...]
题目 Which portfolio will create a bull spread? 选项 A.Buy a put with a strike price of 32 and buy a call with a strike price of 25. B.Buy a put with a strike price of 25 and sell a call with a [...]
题目 Research and model projections indicate that a specific event is likely to move the CHF against the USD. While the direction of the move is highly uncertain, it is highly likely that magnitude [...]
题目 A covered call position is equivalent to: 选项 A.a long position in the stock and a long position in the call option B.a short put position C.a short position in the stock and a long [...]
题目 Which of the following regarding option strategies is (are) not correct? I A long strangle involves buying a call and a put with equal strike prices. II A short bull spread involves selling a [...]
题目 A chooser option allows the owner to: 选项 A.choose the option\u2019s strike price. B.choose whether the option is a call or a put at a specified period of time. C.pay the minimum price over [...]
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 A down-and-in call option is an option that: 选项 A.comes into existence when the underlying asset price rises to a designated barrier price. B.comes into existence when the underlying asset [...]
