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轧称的棉花糖 · 2018年10月14日

问一道题:NO.PZ2016072602000055



买期权的风险比卖期权小,我知道。但是题目不是问的用标准法代替内部法的条件吗?

问题如下图:

    

选项:

A.

B.

C.

D.

解释:



1 个答案
已采纳答案

orange品职答疑助手 · 2018年10月14日

同学你好,请看答案解析里说的,要想用更简单的、计量更不精确的标准法,肯定就是选一个最简单的、对风险计量要求最低的条件,也就是最安全的一个情景。所以说选了C。

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