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
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
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
- If a stock is quoted 10‑11, an investor can sell the stock for $11 a share.
- 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
- 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.
- 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).