解析没看懂，求解释问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
NO.PZ2016070202000023 问题如下 Assume thimplievolatilities from equity option prices spla volatility skew anthimplievols from currenoption prices spla volatility smile. Whiof the following statements about option priimplievolatility curves are true?I. The implievolatility of a ep out-of-the-money equity put option is higher ththof a ep-in-the-money equity put.II. The implievolatility of a ep out-of-the-money equity call option is higher ththof at-the-money equity call option.III. The implievolatility of a ep in-the-money currencall option cannot the same thof a ep in-the-money currenput option.IV. The implievolatility of a ep out-of-the-money currencall option is higher ththof at-the-money currencall option. A.I anIII only B.I anIV only C.II anIII only II anIV only A volatility skew means that, for equities, the ISof out-of-the-money (OTM) puts is greater ththof ITM puts, so answer I. is true. Conversely, the ISof ITM puts, or equivalently thof OTM calls, is similto thof ATM options, so answer II. is false. A volatility skew means that, for currencies, the ISof out- of-the-money options is greater ththof ATM options, so answer IV. is true. On the other han OTM anITM options might have similvols (for currenoptions), so answer III. is false. 是选正确的么？ 24 像是正确的啊
NO.PZ2016070202000023 应该是错的吗？is是什么意思
老师好，请问股票微笑曲线表现出非对称的原因是什么？谢谢
