NO.PZ202403050900000805
问题如下：
Assuming one option per share, an appropriate delta hedge for the GI stock would most likely be to:
选项：
A.buy 40,100 puts.
B.sell 148,428 calls.
C.sell 168,010 calls.
解释：
C Correct. The call delta is 0.5952. The number of calls to hedge 100,000 shares is calculated as 1/0.5952 = 168,010. An appropriate hedge for 100,000 shares of stock with a delta of 1 would be to sell 168,010 calls.
防止股价下跌不是用put option和stock组合对冲吗，为什么是用call option呢
