When the stock market as a whole rises, the maximum that a stock index put can lose

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问题 When the stock market as a whole rises, the maximum that a stock index put can lose

选项 A、is limitless
B、is the premium
C、is the strike price
D、can not be determined

答案B

解析 答案为B项。当股票市场上升时,股票指数看跌期权(stock index put)的买方可以不执行期权,其最大损失为期权费。但如果股票市场的确下降,其可从中赚取协议价与市场价格之差额。故本题选B项。
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