爱考云 - 搜题找答案神器_海量试题解析在线查

题目 An index currently stands at 1,500. European call and put options with a strike price of 1,400 and time to maturity of six months have market prices of 154.00 and 34.25, respectively. The [...]

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 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 following is most true about American options? 选项 A.Early exercise is never optimal. B.Early exercise of an American call on a non-dividend paying stock is never optimal. [...]

题目 A call option where early exercise is restricted to certain dates is an example of a(n): 选项 A.lookback option. B.Bermudan option. C.chooser option. D.Asian option. 答案 B 解析 A [...]

题目 A short straddle comprises a trading combination of options that: 选项 A.sells a low strike call option and buys a higher strike call option. B.sells a put and call option at the same strike [...]

题目 A six-month put option with a strike price of $14.00 has a price (option premium) of $2.00 when the underlying stock price is $18.00. If a trader employs a protective put strategy (i.e., with [...]

题目 All else being equal, which of the following options would cost more than plain-vanilla options that are currently at-the-money?I.Lookback optionsII.Barrier optionsIII.Asian optionsIV.Chooser [...]