这题不能用long strangle策略吗？

问题如下：

An analysts expect that the market will be very volatile in the near future and he leans that the market will more likely to be positive movement. Which of the following strategy should the analyst take to make more profit?

选项：

A.

Collar.

B.

Strip.

C.

Strap.

D.

Long strangle.

解释：

C is correct.

考点：Combination Strategies

解析：当预期股价大幅波动，并且是向上波动的时候，应该采用strap策略，即在long straddle基础上再加上一个call option, 这样的策略可以获得最大的回报。