问题
单项选择题
With respect to the underlying asset, which of the following derivatives provides the lea.st information about price volatility()
A. Call.
B. Put.
C. FRA.
答案
参考答案:B
解析:
价格波动性会改变看涨期权或看跌期权的价值,所以期权价格可以提供更多关于价格波动性的信息,而不是远期利率协议(forward rate agreement,简称FRA)。