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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
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老师好。 这道题也看了其他同学的问题,也自己想了一下。 如何理解other things constant, 以及 DV01 per USD 100 face value? 为什么说假设的bond 价格是不一样的?
An investor buys a stock for $40 per share and simultaneously sells a call option on the stock with an exercise price of $43 for a premium of $3 per share. Ignoring dividends and transaction costs, which of the following is the maximum profit the writer of this covered call can earn if the position is held to expiration? 请问为什么是6?未行权,所以理论上理解为挣了3元;假定P会上升到43,则行权,因不考虑成本,所以gain=3,一共为6,这样理解是否正确?谢谢。
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