问题
单项选择题
An analyst does research about risk management application of option strategies. An investor who initiates a covered call strategy gathers the following information:
| Stock price | $60.55 |
| Strike price | $65.17 |
| Call price | $3.14 |
A. $1.48
B. $4.62
C. $7.76
答案
参考答案：C
解析：
有保护的看涨期权(covered call strategy)是在买入股票的同时卖出一个看涨期权，取得最大的利润是在股票价格很高的时候。假设到期股票价格是$100，股票盈利$(10060.55)，看涨期权(卖方)损失$(100-65.17)，看涨期权费(卖方)盈利$3.14，最终$(100-60.55)-$(100-65.17)+$3.14=$39.45-$34.83+$3.14=$7.76。