黃同學(xué)
2024-06-10 17:24所以在這道題里,50這個數(shù)字是無用的嗎
所屬:CFA Level I > Equity 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
愛吃草莓的葡萄助教
2024-06-11 09:39
該回答已被題主采納
同學(xué)你好。題目信息:“Jim White has sold short 100 shares of Super Stores at a price of $42 per share. He has also simultaneously placed a “good-till-cancelled, stop 50, limit 55 buy” order. Assume that if the stop condition specified by White is satisfied and the order becomes valid, it will get executed. Excluding transaction costs, what is the maximum possible loss that White can have?
A. $800.
B. $1,300.
C. Unlimited.”
問題回復(fù):50在本題的計算中是無用的,但是必須要理解50對應(yīng)的這個訂單含義才能確定它是無用的。訂單含義是當(dāng)價格上漲超過50時開始買入止損,但是限制買入價格不超過55.
因此對于做空而言,最大的損失就是從42到55這個空間,即(55-42)*100=1300.
