NO.PZ2018113001000037
问题如下：
Statement: if you expect the volatility of a stock is extremely high, you can profit from this volatility by buying at the money call and put options with the same exercise price and expiration date.
Is this statement correct?
选项：
A.YES
B.No, this strategy is profitable when volatility is low.
C.No, this strategy is profitable when the stock price increases.
解释：
A is correct.
考点：straddle
解析：
当预测市场波动很大的时候，可以用straddle的策略（long call + long put）。此时不管股票价格如何变动，都可以获得收益。
这题目是不是不够严谨。对于V字型的straddle,中间有一小段在横轴以下，是不盈利的。因此并不总是盈利。
