NO.PZ2018113001000042
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。
可以用CK=PS理解么