NO.PZ2023091802000113
问题如下:
An investor owns a stock and is bullish over the short term. Which of the following strategies will be the most appropriate one for this investor if the primary concern is to make a bet on the volatility of the stock?
选项:
A.
A covered call
B.A protective put
C.An at-the-money strip
D.An at-the-money strap
解释:
A strap is betting on volatility in a bullish market since it pays
off more on the upside.
能不能讲解以下at-the-money strip和at-the-money strap?
这种情况是不是也可以用牛市价差策略?