【FRM每日一题】一级：金融市场&估值
备考FRM一级 | 2015-09-19
How to create a bull spread ? A.Buy a put with a strike price of X= 55, and sell a put with a strike price of 50.
B.Buy a put with a strike price of X = 50, and sell a put with a strike price of 55.
C.Buy a call with a premium of 5, and sell a call with a premium of 7
D.Buy a call with a strike price of X = 50, and sell a put with a strike price of 55.
Answer: B
A bull spread involves buying a put with a low strike price and selling another put with a high strike price or buying a call with a low strike price and selling another call with a high strike price. >>>FRM五月真题
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