問題詳情
1. 假設一履約價為 30 元的價外買權以 Black-Scholes 公式所推估的價格為 3 元。若一出售買權之交易員欲執行停損策略，而計畫以 30.1 元的股價買入，29.9 元賣出。試問此股票被買入或賣出的次數約為：
(A) 5
(B) 10
(C) 15
(D) 20
(A) 5
(B) 10
(C) 15
(D) 20
參考答案
答案：C
難度：計算中-1
書單：沒有書單，新增
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