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NO.PZ2016082402000031

问题如下：

An investor sells a June 2008 call of ABC Limited with a strike price of USD 45 for USD 3 and buys a June 2008 call of ABC Limited with a strike price of USD 40 for USD 5. What is the name of this strategy and the maximum profit and loss the investor could incur?

选项：

Bear spread, maximum loss USD 2, maximum profit USD 3

Bull spread, maximum loss unlimited, maximum profit USD 3

Bear spread, maximum loss USD 2, maximum profit unlimited

Bull spread, maximum loss USD 2, maximum profit USD 3

解释：

ANSWER: D

This position is graphed in Figure below. It benefits from an increase in the price between 40 and 45, so is a bull spread. The worst loss occurs below $K_1$ = 40, when none of the options is exercised and the net lost premium is $5-3=2$ . The maximum profit occurs above $K_2=45$ , when the two options are exercised, for a net profit of $5 minus the lost premium, which gives $3.

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2 个答案

李坏_品职助教 · 2021年11月18日

嗨，从没放弃的小努力你好：

现在题库里已经更新了图片了：

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加油吧，让我们一起遇见更好的自己！

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李坏_品职助教 · 2021年11月17日

嗨，爱思考的PZer你好：

抱歉，图片应该是缺失了，我反馈一下~

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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magickame · 2021年11月18日

有条很久前就反馈同个问题的信息，到现在还是没解决，要不在这个回复里面直接回复吧主要是图形

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NO.PZ2016082402000031问题如下 investor sells a June 2008 call of ALimitewith a strike priof US45 for US3 anbuys a June 2008 call of ALimitewith a strike priof US40 for US5. Whis the name of this strategy anthe maximum profit anloss the investor coulincur? Besprea maximum loss US2, maximum profit US3 Bull sprea maximum loss unlimite maximum profit US3 Besprea maximum loss US2, maximum profit unlimite Bull sprea maximum loss US2, maximum profit US3 ANSWER: his position is graphein Figure below. It benefits from increase in the pribetween 40 an45, so is a bull sprea The worst loss occurs below K1K_1K1 = 40, when none of the options is exerciseanthe net lost premium is 5−3=25-3=25−3=2. The maximum profit occurs above K2=45K_2=45K2=45, when the two options are exercise for a net profit of $5 minus the lost premium, whigives $3. 请问答案中的图是是怎么画出来的？为什么不能用以下这个图来理解做题

2023-03-09 15:49 1 · 回答

NO.PZ2016082402000031问题如下 investor sells a June 2008 call of ALimitewith a strike priof US45 for US3 anbuys a June 2008 call of ALimitewith a strike priof US40 for US5. Whis the name of this strategy anthe maximum profit anloss the investor coulincur? Besprea maximum loss US2, maximum profit US3 Bull sprea maximum loss unlimite maximum profit US3 Besprea maximum loss US2, maximum profit unlimite Bull sprea maximum loss US2, maximum profit US3 ANSWER: his position is graphein Figure below. It benefits from increase in the pribetween 40 an45, so is a bull sprea The worst loss occurs below K1K_1K1 = 40, when none of the options is exerciseanthe net lost premium is 5−3=25-3=25−3=2. The maximum profit occurs above K2=45K_2=45K2=45, when the two options are exercise for a net profit of $5 minus the lost premium, whigives $3. XH-XL+CH-= bull spremProfit 45-40+5-3 = 7老师，这题不该这么算吗？

2022-03-17 09:48 1 · 回答

NO.PZ2016082402000031 Bull sprea maximum loss unlimite maximum profit US3 Besprea maximum loss US2, maximum profit unlimite Bull sprea maximum loss US2, maximum profit US3 ANSWER: This position is graphein Figure below. It benefits from increase in the pribetween 40 an45, so is a bull sprea The worst loss occurs below K1K_1K1 = 40, when none of the options is exerciseanthe net lost premium is 5−3=25-3=25−3=2. The maximum profit occurs above K2=45K_2=45K2=45, when the two options are exercise for a net profit of $5 minus the lost premium, whigives $3. 如题看不到答案里的图

2021-09-21 14:48 1 · 回答

答案没有图片

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