问题
单项选择题
Given that a put on a stock with a strike price of $ 60 is priced at $ 5 per share, while a call with a strike price of $ 60 is priced at $ 8. Find out the maximum per share loss and the maximum per share gain to the writer:Maximum loss to put writer Maximum gain to the call writer()
A. $55 $8
B. $52 $6
C. $52 $8
答案
参考答案：A
解析：
The writer of put loss=$ 60-premiun $ 5=$ 55. The writer of call gets a maximum gain of $ 8.