问题
单项选择题
The current market price of NTSC is $44 per share. One-year call options written on NTSC with strike price $50 are priced at $4.25. John Harris plans to implement a covered call strategy NTSC using these calls, and covering 1000 shares, What will the per-share expiration profit/loss be on this strategy if the NTSC is priced at $56 at expiration
A．
| A. $16.25. |
B．
| B. $10.25. |
C．
| C. $4.25. |
答案
参考答案：B
解析：The strategy will earn $6 per share due to the rise in the value of NTSC to $50, and $4.25 from the option premium. Any appreciation beyond $50 does not benefit John.
