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2024-05-06 00:4411
Messer explains, “Of course, with the index moving down 10% in the last 12 months, the payoffs with these options could have been replicated without using options.” Szillat responds, “My understanding is that the payoff would have been the same as the call option if you had purchased 0.5697 index un
所屬:CFA Level II > Derivatives 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Evian, CFA助教
2024-05-21 11:01
該回答已被題主采納
ヾ(?°?°?)??你好同學,
以上英文可以理解為
Messer 解釋說:“當然,隨著指數(shù)在過去12個月下降了10%,這些期權(quán)的收益本可以通過不使用期權(quán)來復制?!?Szillat 回應說:“我的理解是,如果你購買了0.5697指數(shù)單位,收益將與購買看漲期權(quán)相同?!?br/>---------------------
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