第18题: [单项选择]某公司股票看跌期权的执行价格是55元,期权为欧式期权,期限1年,日前该股票的价格是45元,期权费(期权价格)为5元。如果到期日该股票的价格是60元。则购进看跌期权与购进股票组合的到期收益为( )元。 A. 15 B. 10 C. -5 D. 0 参考答案:B 答案解析:[解析] 购进股票到期日盈利15元(=60-45),购进看跌期权到期日盈利-5元(=0 -5),则投资组合盈利10元(=15-5)。
第19题: [单项选择]At no time ______ what was happening. A. the President was aware of B. the President was aware about C. was the President aware of D. was the President aware on 参考答案:C 答案解析:[分析] at no time是含有否定词的短语,置于句首,句子倒装。be aware of是固定短语。