爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Which of the following is the riskiest form of speculation using options contracts? 选项 A.Setting up a spread using call options B.Buying put options C.Writing naked call options D.Writing [...]

题目 A trader writes ten (10) naked put option contracts, with each contract being on 100 shares. The strike price is $50.00 and the stock price is currently $55.00. The option price is $3.40. The [...]

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 The payoff pattern of a PROTECTIVE PUT is most similar to the payoff pattern of: 选项 A.Long forward position B.Short forward position C.Long call option D.Short call option 答案 C 解析 [...]

题目 An option trader constructs the following position: buys 1 call with a strike price at X_1, buys 1 call with a strike price at X_3 and sells 2 calls with a strike X_2. Where [...]

题目 According to Put-Call parity, buying a put option on a stock is equivalent to: 选项 A.Buying a call option and buying the stock with funds borrowed at the risk-free rate. B.Selling a call [...]

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 [...]