衍生品原版书课后题目:R15 1-10:Aline Nuñes Case 其中第七题【Based on Exhibit 1, the breakeven share price for Strategy 6 is closest to:】:答案和老师是用put option的头寸去构建bear spread,我试了下用call option(short call at X low and long call at X high),做出来的答案在选项没有选。能帮忙看一下吗?谢谢!
jaydengu · 2020年03月12日
衍生品原版书课后题目:R15 1-10:Aline Nuñes Case 其中第七题【Based on Exhibit 1, the breakeven share price for Strategy 6 is closest to:】:答案和老师是用put option的头寸去构建bear spread,我试了下用call option(short call at X low and long call at X high),做出来的答案在选项没有选。能帮忙看一下吗?谢谢!