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.

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