A: Buy a call option on the stock and buy the stock
B: Buy a call on the stock and short the stock
C: Sell a call option on the stock and buy the stock
D: Sell a call option on the stock and sell the stock
举一反三
- A portfolio of stock E and options on stock E is currently delta neutral, but has a positive gamma. Which of the following actions will make the portfolio with both delta and gamma neutral?（ ） A: Buy call options on stock E and sell stock E B: Sell put options on stock E and sell stock E C: Buy put options on stock E and buy stock E D: Sell call options on stock E and sell stock E
- The following profit/loss diagram is for what type of position() A: Long put. B: Long stock, long put (portfolio insurance). C: Long stock, short call (covered call).
- A floating<br/>lookback call option pays off which of the following ( ) A: The amount by<br/>which the final stock price exceeds the minimum stock price B: The amount by<br/>which the maximum stock price exceeds the final stock price C: The amount by<br/>which the strike price exceeds the minimum stock price D: The amount by<br/>which the maximum stock price exceeds the strike price
- Each listed stock option<br/>contract gives the holder the right to buy or sell ____ shares of stock. A: 1 B: 10 C: 100 D: 1,000
- In the 1600's, if a man wanted to buy or sell shares of stock, he had to do it through（） A: the government B: himself C: a broker D: the stock exchange
内容
- 0
Following Question 2, if an agent can replicate the call option by trading in stock and money market, how many shares should the agent hold in stock at t=0? A: 0.744 B: 0.766 C: 0.733. D: otherwise
- 1
If a stock is quoted 10‑11, an investor can sell the stock for $11 a share.
- 2
A futures call option provides its holder with the right to purchase a particular stock at some time in the future at a specified price.
- 3
A foreign currency option gives the holder the right to a foreign currency whereas a foreign currency option gives the holder the right to an option. A: call, buy, put, sell B: call, sell, put, buy C: put, hold, call, release D: none of the above
- 4
A continuous market most likely exists for a stock when:() A: an overnight buildup of buy and sell orders for the stock occurs. B: new information about the company is continuously released to market participants. C: numerous dealers are willing to make a market in the stock at any time that the market is open.