融跃教育

来自:FRM > 一级 > 电脑版 > Unit 11.期权 2021-09-01 15:50
An investor is very confident that a stock will change significantly over the next few months; however, the direction of the price change is unknown. Which strategies will most likely produce a profit if the stock price moves as expected? I. Short bu
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Lorien

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liuxuyao    2021-09-01 17:55

致精进的你:

同学,这个题目是关于期权特征的考察哈,题干意思是说投资者非常有信心股票在未来几个月内会发生重大变化,然而价格变化的方向是未知的,如果股价按预期波动,哪些策略最有可能产生利润,如果股票价格波动较大,按照butterfly期权的特征,做空butterfly价差将产生适度的利润,calendar期权是一种使用不同到期日的期权,与题意不符

The real talent is resolute aspirations.
真正的才智是刚毅的志向。

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