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中二 · 2019年04月18日

问一道题：NO.PZ2016082402000032 [ FRM I ]

  1. FRM I
  2. Financial Markets And Products

问题如下图：

选项：

A.

B.

C.

D.

解释：

collar不是应该要long stock么？题目里只有long put和short call，够不成collar啊……
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1 个答案

orange品职答疑助手 · 2019年04月19日

同学你好，collar中，并不一定要long一个股票，其实long一个现货就可以了，而这里的现货是bond portfolio，不是常规的股票~

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NO.PZ2016082402000032 A portfolio manager wants to hee his bonportfolio against changes in interest rates. He inten to buy a put option with a strike pribelow the portfolio’s current priin orr to proteagainst rising interest rates. He also wants to sell a call option with a strike priabove the portfolio’s current priin orr to rethe cost of buying the put option. Whstrategy is the manager using? BespreStrangle Coll Strale ANSWER: C The manager is long a portfolio, whiis protectebuying a put with a low strike prianselling a call with a higher strike price. This locks in a range of profits anlosses anis a collar. If the strike prices were the same, the hee woulperfect. collar的图形是不是和bull sprea样？ 区别是sprea都用call 或者 都用put，coll要用一个call一个put？

2022-02-09 17:54 1 · 回答

Strangle Coll Strale ANSWER: C The manager is long a portfolio, whiis protectebuying a put with a low strike prianselling a call with a higher strike price. This locks in a range of profits anlosses anis a collar. If the strike prices were the same, the hee woulperfect. collar的知识点在讲义什么位置

2020-09-03 14:37 1 · 回答

A portfolio manager wants to hee his bonportfolio against changes in interest rates. He inten to buy a put option with a strike pribelow the portfolio’s current priin orr to proteagainst rising interest rates. He also wants to sell a call option with a strike priabove the portfolio’s current priin orr to rethe cost of buying the put option. Whstrategy is the manager using? BespreStrangle Coll Strale ANSWER: C The manager is long a portfolio, whiis protectebuying a put with a low strike prianselling a call with a higher strike price. This locks in a range of profits anlosses anis a collar. If the strike prices were the same, the hee woulperfect. collar到目前为止，没有在课件中见到，还是我遗漏了？麻烦老师讲解一下collar，我是推了一下其他三个都是错误的，才选出collar的。

2020-03-03 21:11 1 · 回答

Strangle Coll Strale ANSWER: C The manager is long a portfolio, whiis protectebuying a put with a low strike prianselling a call with a higher strike price. This locks in a range of profits anlosses anis a collar. If the strike prices were the same, the hee woulperfect. 课上没学过呀 可以是bull sprea

2020-02-24 20:01 1 · 回答

Buy a put against rising interest rates ，不应该是价格跌了会有利吗？为什么要against rising？不应该是against 利率下跌吗？

2019-08-21 10:33 1 · 回答