问题如下:
Your company has reached its credit limit to Ford but Ford is insisting that your firm provide some increased protection in the event a major project Ford is undertaking results in some unforeseen liability. Ignoring settlement risk and assuming option premiums are paid immediately at the time of the transaction, which of these strategies will not give rise to increased credit exposure to Ford?
选项: Selling
a costless collar to Ford
Buying an option from Ford
C.Selling an option to Ford
D.None of the above
解释:
ANSWER: C
This is the only answer that involves truly selling an option, which has no credit exposure. A collar involves the sale and purchase of an option.
能否翻译 一下 题目和选项,谢谢