問題詳情
33. 投資人欲利用現貨、期貨、遠期、及選擇權將所持有資產之 delta 及 gamma 中性化，則最少需要使用幾個選擇權？
(A)0 個
(B)1 個
(C)2 個
(D)3 個
(A)0 個
(B)1 個
(C)2 個
(D)3 個
參考答案
答案：B
難度：計算中-1
書單：沒有書單，新增
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