NO.PZ2019122802000034
问题如下:
Which of the following is not the goal of volatility trading strategy?
选项:
A. To buy cheap volatility and sell more expensive volatility.
B. To net out the time decay associated with options portfolios.
C. To hedge the volatility change of the underlying assets.
解释:
C is correct.
The goal of volatility trading strategy is to buy cheap volatility and sell expensive volatility and to net out the time decay associated with options portfolios.
如果c的volatility改成price,是不是就是不能选了?