问题如下图:
选项:
A.
B.
C.
D.
解释:
老师能通过画图解释一下此题吗
NO.PZ2016082402000033 Consir a bearish option strategy of buying one $50 strike put for $7, selling two $42 strike puts for $4 each, anbuying one $37 put for $2. All options have the same maturity. Calculate the finprofit per share of the strategy if the unrlying is trang $33 expiration. $1 per share $2 per share $3 per share $4 per share ANSWER: B Because the finpriis below the lowest of the three strike prices, all the puts will exercise The finpayoff is ($50-$33)-2($42-$33)+($37-$33) =$17- $18 +$4 = $3. From this, we have to the up-front cost, whiis-$7+2($4)-$2=-$1. The totprofit is then, ignoring the time value of money, $3-$1=$2 per share. 老师能够详细一下这道题吗
NO.PZ2016082402000033 Consir a bearish option strategy of buying one $50 strike put for $7, selling two $42 strike puts for $4 each, anbuying one $37 put for $2. All options have the same maturity. Calculate the finprofit per share of the strategy if the unrlying is trang $33 expiration. $1 per share $2 per share $3 per share $4 per share ANSWER: B Because the finpriis below the lowest of the three strike prices, all the puts will exercise The finpayoff is ($50-$33)-2($42-$33)+($37-$33) =$17- $18 +$4 = $3. From this, we have to the up-front cost, whiis-$7+2($4)-$2=-$1. The totprofit is then, ignoring the time value of money, $3-$1=$2 per share. 老师能够详细一下这道题吗