問題詳情
26.某投資者依據其對未來短期股市趨勢之研判，決定買進5口近月履約價格12,400的臺指買權，同時賣出5口近月履約價格12,200臺指買權，此為何種策略？
(A)買權空頭價差(Bear Call Spread)
(B)買權多頭價差(Bull Call Spread)
(C)對角價差(Diagonal Spread)
(D)蝶式價差(Butterfly Spread)
(A)買權空頭價差(Bear Call Spread)
(B)買權多頭價差(Bull Call Spread)
(C)對角價差(Diagonal Spread)
(D)蝶式價差(Butterfly Spread)
參考答案
答案：A
難度：適中0.4
書單：沒有書單，新增
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