开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Cindy · 2020年09月28日

问一道题:NO.PZ2018113001000051 [ CFA III ]

问题如下:

Andrea, a junior analyst, works in the derivatives research division of an international securities firm. Andrea’s supervisor, Alice, asks him to conduct an analysis of various option trading strategies relating to shares of PZ co..

Andrea considers constructing a synthetic long call position in PZ. Implementing the strategy would require him to :

选项:

A.

short shares of PZ.

B.

long a put option on PZ.

C.

short a call option on IZD.

解释:

B is correct.

To construct a synthetic long call position, Andrea would buy a put option on PZ. Of course, he would also need to long PZ shares to complete the synthetic long call position.

C选项izd 是什么。。。。
1 个答案
已采纳答案

xiaowan_品职助教 · 2020年09月28日

嗨,努力学习的PZer你好:


同学你好,

这里有点疏漏,我们已经完善再发布了,感谢提醒。


-------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!