其中B问。答案和老师讲解是 Short put at lower strike price and long put at higher strike price. 那这样构成的是Bear put spread. 这与他手中持有的Long stock 不一致啊。
既然题目中Greene long stock,按照李老师在衍生中教的画图法,应该是short stock at higher strike price and long stock at lower price。 我图中画的都是基于long stock的 bull put