FRM一级模拟自测:Stock gamma

时间:2017-11-06 16:02 作者:FRM考试网 来源:原创

If the current market price of a stock is USD 50,which of the following options on the stock has the highest gamma?
 
a.Call option expiring in 30 days with strike price of USD 50
 
b.Call option expiring in 5 days with strike price of USD 30
 
c.Call option expiring in 5 days with strike price of USD 50
 
d.Put option expiring in 30 days with strike price of USD 30


自己思考,尝试练习!如需答案可申请加入QQ群:329188470,寻求帮助!
分享:

更多 >热门文章

FRM考生交流群
扫一扫进群有福利

推荐阅读