23. 某三個月期買權(Three-month call)其履約價格$25,選擇權成本$2,另同時間同類型三個月期賣權(Three-month put)其履約價格$20,選擇權成本$3,若某交易員運用該二種選擇權,構制出勒式部位(Strangle),請問該交易員於此勒式部位之損益平衡點為?
(A)$23 and $27
(B)$17 and $27
(C)$17 and $23
(D)$18 and $28
(E)一律給分
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統計: A(0), B(0), C(0), D(0), E(1) #3366455
統計: A(0), B(0), C(0), D(0), E(1) #3366455