NO.PZ2016082406000045
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: A. Selling
a costless collar to Ford
B. 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.
如题,没理解题目意思。