问题
单项选择题
Aleda Jones owns a stock and buys an at-the-money put option for a premium of $3.00. If the breakeven ( zero profit) point of this portfolio insurance strategy is $92, the strike price of the option is :
A．
| A. $89.00. |
B．
| B. $95.00. |
C．
| C. $3.00. |
答案
参考答案：A
解析：The strike price of an at-the-money put option in a portfolio insurance strategy is the breakeven (zero profit) point minus the put premium ( $92 - $3).