李同学2019-04-07 23:02:37

10.单选题 已收藏 标记 纠错 An investor with $5000 to invest believes that the stock price will increase by $10 to $100 in two months. Two-month at-the- money puts on one share of stock are trading at $1.86, while two-month at-the-money calls are trading at $1.66. What should the investor do to profit from his view on this stock? A Sell 100 puts. B Buy 100 shares. C Buy 100 calls. 查看解析 上一题 下一题 正确答案C 您的答案A本题平均正确率：73% Option难度：一般 推荐：      答案解析 Buying a call gives the owner the right to buy the stock at the exercise price. The investor predicts that the stock will increase to $95 at the end of two months. He will be able to exercise the call, buy the stock at $88, and sell it at $95, thereby making a profit. 问：老师这道题 我理解视频讲解里的逻辑没有问题，声明一下我的问题不是题目的立即哈！问题来了，对于B和C,我的想法是 B是买股票赚了 100x$90这么多，C是赚了100x$90-100x期权费，所以直接买股票应该是profit更高，但是能不能实现呢？现在他有5000块，买100股要1000块，所以钱够啊，看涨期权虽然能以小博大，但是这道题基于利润最大化 直接买股票恐怕更好吧？