NO.PZ2023091802000119
问题如下：
A fund manager is predicting a sharp
fall in share prices in three months. Based on the judgement, he made the
following statements:
Statement 1：Considering the sharp rise in volatility, he should contract
a short straddle strategy.
Statement 2：To protect existing stock positions, he should construct
the covered call strategy.
Statement 3：Given the cost consideration, the OTM put option is
appropriate to protect the stock position.
Which of the above statements is true?
选项：
A.
Statement 1
B.
Statement 2
C.
Statement 3
D.
None
解释：
Statement 1 is incorrect, because he should
long straddle when market volatility increases.
Statement 2 is
incorrect, to protect existing stock positions, he should long
put option and contract a protective put strategy.
为什么不是short,它预测跌，不是short嗎？
