爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Assume an investor enters into a volatility swap as the receive-realized and pay-fixed volatility. The investor’s position is most similar to which trading strategy: 选项 A.Covered call [...]

题目 According to put-call parity, which one of the choices below is equivalent to writing a put? 选项 A.Buying a call, buying stock, and lending. B.Writing a call, buying stock, and lending. [...]

题目 The risk-free rate is 3.0% per annum while the current price of a non-dividend-paying stock is $56.00. An underwater (OTM) European put option on the stock has a strike price of $42.00 and [...]

题目 Suppose you believe that Company A's stock price is going to decline from its current level of $82.50 sometime during the next 5 months. For $510.25 you could buy a 5-month put option giving [...]

题目 Which option combination most closely simulates the economics of a short position in a futures contract? 选项 A.Payoff of a long call plus a short put B.Profit of a long call plus a short [...]

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 The current price of stock ABC is USD 42 and the call option with a strike at USD 44 is trading at USD 3. Expiration is in one year. The put option with the same exercise price and same [...]

题目 Jeff is an arbitrage trader, and he wants to calculate the implied dividend yield on a stock while looking at the over-the-counter price of a 5-year put and call (both European-style) on that [...]

题目 A down-and-out call option is an option that: 选项 A.comes into existence when the underlying asset price falls to a designated barrier price. B.comes into existence when the underlying [...]