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无敌混世小魔球 · 2021年12月29日

算错了,max loss是33-38-1.2

NO.PZ2018113001000071

问题如下:

Adonis who owns ABC shares, is now worriedabout the stock's decline, so he wanted to build a protective put strategy. Thestock is currently trading at $38 a share, a put option with strike price of $33is sold for $1.2.

Calculate the maximum loss and breakeven price for this strategy:

选项:

A.

maximum loss :4.2,breakeven price 39.2

B.

maximum loss :1.8,breakeven price 39.2

C.

maximum loss :4.2,breakeven price 36.8

解释:

A is correct

中文解析:

本题考察的是protective put策略。

计算最大损失,带入公式 Maximum loss= S0 − X + p0 = $38 − $35 +$1.2 = $4.2.

计算均衡点,带入公式Breakeven price = S0 + p0 = $38 + $1.2=$39.2.

如题目所述,max loss是-6.2,breakeven是对的。

1 个答案
已采纳答案

Hertz_品职助教 · 2021年12月29日

嗨,从没放弃的小努力你好:


同学你好~

感谢同学的细致和指正,已对应修改题库~

同学给的答案是正确的,max loss是-6.2

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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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NO.PZ2018113001000071问题如下 Anis who owns Ashares, is now worriebout the stock's cline, so he wanteto buila protective put strategy. Thestois currently trang $38 a share, a put option with strike priof $33is solfor $1.2. Calculate the maximum loss anbreakeven prifor this strategy: maximum loss -6.2,breakeven pri39.2B.maximum loss 1.8,breakeven pri39.2C.maximum loss 4.2,breakeven pri36.8 A is correct中文解析本题考察的是protective put策略。计算最大损失,带入公式 Maximum loss= X-S0 -P0 = $33 − $38 -$1.2 = - $6.2. 计算均衡点,带入公式Breakeven pri= S0 + p0 = $38 + $1.2=$39.2. 我靠最大loss选对的。breakeven point列公式算对了,但是自己有点儿懵,靠脑子想又错了。

2023-10-21 18:30 1 · 回答

NO.PZ2018113001000071 问题如下 Anis who owns Ashares, is now worriebout the stock's cline, so he wanteto buila protective put strategy. Thestois currently trang $38 a share, a put option with strike priof $33is solfor $1.2. Calculate the maximum loss anbreakeven prifor this strategy: maximum loss -6.2,breakeven pri39.2 B.maximum loss 1.8,breakeven pri39.2 C.maximum loss 4.2,breakeven pri36.8 A is correct中文解析本题考察的是protective put策略。计算最大损失,带入公式 Maximum loss= X-S0 -P0 = $33 − $38 -$1.2 = - $6.2. 计算均衡点,带入公式Breakeven pri= S0 + p0 = $38 + $1.2=$39.2. 老师请问,根据这个公式 Maximum loss= X-S0 -P0 = $33 − $38 -$1.2 的数字先后,得出S0是StoPrice, P0是Option Price?

2022-11-21 09:14 1 · 回答

NO.PZ2018113001000071 现在题库还是错误的,这样的错误很浪费时间呀,我要反复确认好几遍,没看到一个正确答案。谢谢

2022-02-03 16:26 1 · 回答