问题
单项选择题
A put on Stock X with a strike price of $40 is priced at $3.00 per share ; while a call with a strike price of $40 is priced at $4.50. What is the maximum per share loss to the writer of the uncovered put and the maximum per share gain to the writer of the uncovered call the maximum per share loss the maximum per share gain ①A. $37.00 $4.50 ②B. $37.00 $37.00 ③C. $4.50 $4.50
A．
| A. ① |
B．
| B. ② |
C．
| C. ③ |
答案
参考答案：A
解析：The maximum loss to the uncovered put writer is the strike price less the premium, or $40.00 - $3.00 = $37.00. The maximum gain to the uncovered call writer is the premium, or $4.50.