问题
单项选择题
Which of the following combinations of options and underlying investments have similarly shaped profit/loss diagrams()
A. Long call option/short put option and long stock position.
B. Covered call and short stock/long call.
C. Short put option/long call option and protective put.
答案
参考答案:A
解析:
A long call and a short put will provide a nearly identical Payoff as a long stock. Professor’s Note : the easiest way to see this is to draw the payoff diagram for the combined option positions.