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
A: 0.744
B: 0.766
C: 0.733.
D: otherwise
举一反三
- Which of the following can be used to create a long position in a European put option on a stock? 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
- With the collapse of the stock market, many ________ professionals and executives have been stripped of their huge gains on stock option packages and investments.
- You own a portfolio which consists of 100 shares of stock A, 300 sharesof stock B, and 250 shares of stock C.The market price of stock A is $34. The price of stock B is $18 and the priceof stock C is $28. What is the portfolioweight of stock B?
- In a period of inflation, people are likely to ______. A: invest heavily on the stock market B: stop spending money on the market C: hold on to money as a dependable asset D: spend money and not bother to save
- Which of the following is NOT an example of a money market deposit. A: Certificate of deposit B: Government stock/bond C: Local authority stock D: Bank deposit