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stephy · 2018年08月31日

问一道题:NO.PZ2016082406000045 [ FRM II ]

此题逻辑上有些不明白 麻烦老师讲解下?问题如下图:

选项:

A.

B.

C.

D.

解释:

1 个答案
已采纳答案

妙悟先生品职答疑助手 · 2018年08月31日

背景信息都可以不看,这题比较简单,问的就是哪个头寸没有信用风险,答案应该是C,卖出期权是没有信用风险的,因为行权的只可能是对方。

stephy · 2018年08月31日

谢谢先生

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