NO.PZ2023091802000119
问题如下:
A fund manager is predicting a sharp
fall in share prices in three months. Based on the judgement, he made the
following statements:
Statement 1:Considering the sharp rise in volatility, he should contract
a short straddle strategy.
Statement 2:To protect existing stock positions, he should construct
the covered call strategy.
Statement 3:Given the cost consideration, the OTM put option is
appropriate to protect the stock position.
Which of the above statements is true?
选项:
A.
Statement 1
B.
Statement 2
C.
Statement 3
D.
None
解释:
Statement 1 is incorrect, because he should
long straddle when market volatility increases.
Statement 2 is
incorrect, to protect existing stock positions, he should long
put option and contract a protective put strategy.
为什么不是short,它预测跌,不是short嗎?