原版书 187页 To continue our previous example, with the current spot rate at 1.3550, the portfolio manager might set up the following put spread: buy a put with a strike of 1.3500 and write a put with a strike of 1.3450. The payoff on the put spread position will then be as follows: there is no hedge protection between 1.3550 and 1.3500; the portfolio is hedged from 1.3500 down to 1.3450; at spot rates below 1.3450, the portfolio becomes unhedged again. 请问一下，这种put spread的图形是咋么样的？这种put spread含underlying asset么？

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您现在的坐在位置：首页>智汇问答>CFA三级

珊同学2022-06-13 20:02:39

原版书 187页 To continue our previous example, with the current spot rate at 1.3550, the portfolio manager might set up the following put spread: buy a put with a strike of 1.3500 and write a put with a strike of 1.3450. The payoff on the put spread position will then be as follows: there is no hedge protection between 1.3550 and 1.3500; the portfolio is hedged from 1.3500 down to 1.3450; at spot rates below 1.3450, the portfolio becomes unhedged again. 请问一下，这种put spread的图形是咋么样的？这种put spread含underlying asset么？