问题如下:
A dealer has a short call position and wants to hedge the risk, he will:
选项:
A. buy underlyings
B. long put options
C. sell underlyings
解释:
A is correct.
解析:
Short call在股票价格上涨时有无限大的亏损,dealer应该取得一个在上涨时可以带来收益的头寸来对冲风险,即A选项。
请问不选B是因为long put的成本比long stock要高吗?谢谢!