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娟娟考CFA · 2018年08月09日

问一道题:NO.PZ2018062018000017 [ CFA I ]

这里option为何会选择行权?,年底的价格不是只有18元么……问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

品职辅导员_小明 · 2018年08月09日

我们看的是一年的平均价格,年底的18块钱是干扰项。

行权价格20应该和30比。

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