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lea · 2024年01月15日

答案说选C,但是解析里说1号statment错误,那就不应该选c吧

NO.PZ2019012201000008

问题如下:

Which of the following statements about securities lending and covered call writing is incorrect?

Statement 1 Securities lending would increase income through reinvestment of the cash collateral but would require the fund to miss out on dividend income from the lent securities.

Statement 2 Writing covered calls would generate income, but doing so it requires portfolio manager simultaneously deposits money equal to the exercise price into a designated account.

选项:

A.

Only Statement 1

B.

Only Statement 2

C.

Both Statement 1 and Statement 2

解释:

C is correct.

考点:Income in an equity portfolio

解析:表述1是错误的,因为出借股票的股利是由股票借款人为股票出借人"制造"的——也就是说,股票借款人要确保股票出借人在没有出借股票的情况下获得的股利得到了补偿。因此,表述一是不正确的。

表述2也是错误的,因为需要将与行权价格相等的款项存入指定账户,这是卖出看跌期权的要求,而不是卖出看涨期权需要做的。

答案说选C,但是解析里说1号statment错误,那就不应该选c吧

1 个答案

笛子_品职助教 · 2024年01月16日

嗨,努力学习的PZer你好:


答案说选C,但是解析里说1号statment错误,那就不应该选c吧

Hello,亲爱的同学~

这个题目问,哪个表述是错误的。

Which of the following statements about securities lending and covered call writing is incorrect?

表述1和表述2都是错误的,因此都选。

----------------------------------------------
努力的时光都是限量版,加油!

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