柚柚_柚 · 2020年08月04日
问题如下：
Is a one-year at-the-money call option on a basket of three stocks more or less valuable than a portfolio consisting of three one-year at-the-money options, one on each stock?
解释：
It is less valuable because the stocks are less than perfectly correlated.
请问可以解释一下这道题嘛NO.PZ2020021203000118 问题如下 Is a one-yeat-the-money call option on a basket of three stocks more or less valuable tha portfolio consisting of three one-yeat-the-money options, one on eastock? It is less valuable because the stocks are less thperfectly correlate 您好，我觉得如果这三只股票相关系数大，波动性大，那么股权更贵呢。结果答案相反。
NO.PZ2020021203000118问题如下Is a one-yeat-the-money call option on a basket of three stocks more or less valuable tha portfolio consisting of three one-yeat-the-money options, one on eastock?It is less valuable because the stocks are less thperfectly correlate不是一揽子标的物的价格高吗
NO.PZ2020021203000118问题如下Is a one-yeat-the-money call option on a basket of three stocks more or less valuable tha portfolio consisting of three one-yeat-the-money options, one on eastock? It is less valuable because the stocks are less thperfectly correlate能翻译一下题干吗？看不懂
