这个题题干和解释看不明白。题干里并未提到lender's position等信息,解答里是怎么做出来的?
问题如下图:
选项:
A.
B.
C.
D.
解释:
To whsort of option on the counterparty’s assets cthe current exposure of a cret-risky position better compare A short call A short put A short knock-in call A binary option ANSWER: B The lenr is short a put option, sinexposure exists only if the value of assets falls below the amount lent. 这道题的题干到底想表达啥。。。。。。
没有理解题干的意思,不知道考点是什么,谢谢