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丁崽 · 2018年04月09日

问一道题:NO.PZ2016072602000055

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


可以解释一下A与C吗?谢谢

1 个答案

orange品职答疑助手 · 2018年04月09日

AC选项都是关于一个与整体业务不太具有相关性的期权的操作。期权是权利而不是义务,所以买期权的话,最多也就是损失期权费,而不会有更大的风险;但卖期权的话,会承担比较大的风险(比如卖看涨期权,当St涨得无限大时那亏损也是无限的)。本题要选一个风险最小的投资操作,所以在AC选项中,选择买期权的C,而不是卖期权的A

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