NO.PZ2020021203000096
问题如下:
Describe the payoff from a long position in a call with strike price K1 and a long position in a put with strike price K2 where K2 > K1.
解释:
This has the same payoff as a strangle except that there is an extra amount of cash equal to K1 - K2. It is more expensive to set up than a regular strangle where the put has a lower strike price than the call.
payoff怎么不是K2-K1