单项选择题

Which of the following combinations of options and underlying investments have similarly shaped profit/loss diagrams()

A. Long call option/short put option and long stock position.
B. Covered call and short stock/long call.
C. Short put option/long call option and protective put.

<上一题目录下一题>

热门试题

单项选择题

Which of the following statements regarding the mark to market of a futures account is FALSE Marking to market of a futures account:()

A. may result in a margin balance above the initial margin amount and may be done more often than daily.
B. is only done when the settlement price is below the maintenance price.
C. effectively adjusts the price of the future to the new equilibrium level.

单项选择题

When a party to a forward contract terminates the contract prior to the original expiration date by entering into a perfectly offsetting forward contract with a second counterparty:()

A. the party terminating the forward contract has no default risk, but both counterparties face default risk.
B. there is no future liability, but default risk remains for all parties until the original contract settlement date.
C. the party terminating the contract is exposed to default risk, but has no further asset price risk.