老师好,做模考遇到以下这几个问题,辛苦老师解答,谢谢
1,“Using put–call parity, you can also create synthetic options on forward contracts. The data in Exhibit 1 can be used to establish the price of such a synthetic put.”
The price of the synthetic put in Statement #3 is closest to:
我记得put call-parity的公式不是上面这个呀,用call求put的这个公式是朝纲了嘛
2,What is the gamma of the covered call option?
正确答案是: A
A negative.
B不正确positive.
C zero.
我记得讲义上不是说 gamma不是non-negative嘛
3,If Mergers be undertaken to achieve economies of scale, savings, and operational efficiencies, then the life cycle stage the industry proceeds through is most likely:
正确答案是: B
A 不正确Rapid accelerating growth
B Mature growth
C Stabilization and market maturity
这道题直接记忆成成熟期有规模效应可以嘛
问题有点多,谢谢老师