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兔儿爷 · 2020年04月01日

问一道题:NO.PZ2016031202000018

问题如下:

Assuming all else remain the same, If the exercise price increases (assume both call and put are European style):

选项:

A.

both call and put prices will decrease

B.

the put prices will decrease and call prices will increase

C.

the put prices will increase and call prices will decrease

解释:

C is correct. The value of a put option is directly related to the exercise price, whereas the value of a call option is inversely related to the exercise price.

这里是用的哪一个公式观察出来的?找不到对应的知识点儿了

1 个答案

xiaowan_品职助教 · 2020年04月01日

嗨,爱思考的PZer你好:


同学你好,参考截图


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