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Linda · 2024年05月01日

题目中没有说他是short put

  1. CFA I
  2. Equity

NO.PZ2023040301000035

问题如下：

Pierre-Louis Robert just purchased a call option on shares of the Michelin Group. A few days ago he wrote a put option on Michelin shares. The call and put options have the same exercise price, expiration date, and number of shares underlying. Considering both positions, Robert’s exposure to the risk of the stock of the Michelin Group is:

选项：

A.

long

B.

short

C.

neutral

解释：

Robert’s exposure to the risk of the stock of the Michelin Group is long. The exposure as a result of the long call position is long. The exposure as a result of the short put position is also long. Therefore, the combined exposure is long.

题目中没有说他是short put，也可能是long put

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1 个答案

王园圆_品职助教 · 2024年05月01日

同学你好，请仔细读题哦，题目写了” wrote a put option“就是short put的意思

write就是卖出一个contract的意思，所以wrote a put,就是short a put

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NO.PZ2023040301000035问题如下 Pierre-Louis Robert just purchasea call option on shares of the Michelin Group. A few ys ago he wrote a put option on Michelin shares. The call anput options have the same exercise price, expiration te, annumber of shares unrlying. Consiring both positions, Robert’s exposure to the risk of the stoof the Michelin Group is: A.longB.shortC.neutral Robert’s exposure to the risk of the stoof the Michelin Group is long. The exposure a result of the long call position is long. The exposure a result of the short put position is also long. Therefore, the combineexposure is long. 在哪个知识点，感觉像是衍生品里面的

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