NO.PZ2023040401000027
问题如下：
consider a call option selling for $4 in which the exercise price is $50.
Determine the value at expiration and the profit for a seller if the price of the underling at expiration is $52.
选项：
A.
–$2
B.
$5
C.
$2
解释：
C is correct. –CT= –Max(0,ST – X) = –Max(0,52 – 50) = –2
Π = –CT + C0 = –2 + 4 = 2
为什么不选择A呢，行权赚2元，花了4元期权费，一共损失2元？
