From Black-Scholes Option Pricing Model, we know that the call price would increase but the put price would decrease as an increase in the volatility of prices of underlying stock.
A: 正确
B: 错误
A: 正确
B: 错误
举一反三
- Which of the following would unambiguously cause a decrease in the equilibrium price of cotton shirts? ( ) A: an increase in the price of wool shirts and a decrease in the price of raw cotton B: a decrease in the price of wool shirts and a decrease in the price of raw cotton. C: an increase in the price of wool shirts and an increase in the price of raw cotton. D: a decrease in the price of wool shirts and an increase in the price of raw cotton.
- Comparing a long position in put option with a short position in call option, we find that ( ). A: both positions have rights but no obligations B: both positions benefit from an increase in the price of the underlying asset C: both positions will lose money if the price of the underlying remains unchanged D: both positions are potential sellers of the underlying asset
- The higher the volatility of a stock’s price, the lower the prices of both puts and calls on that stock. A: 正确 B: 错误
- Which of the following would increase the price level? A: an increase in taxes. B: an increase in the money supply. C: an increase in the expected price level. D: a decrease in the natural rate of unemployment.
- Which of the following would increase the supply of corn? A: a decrease in the price of wheat B: an increase in the price of pesticides C: a severe drought in the corn belt D: a decrease in the demand for corn E: a fall in the price of corn