问题 单项选择题

An analyst does research about derivative products. Which ofthe following will most likely decrease in value if the price of the underlying asset increases in value()

A. A long position in put contract.

B. A long position in future contract.

C. A long position in call contract.

答案

参考答案:A

解析:

本题考查基本定义。关于期货合约多头,如果标的资产价格上升,其价值会增加。看跌期权的多头会由于标的资产价格的上升而价值降低,看涨期权的多头则会由于标的资产价格的上升而价值增加。

单项选择题