問題詳情
31. 當實際上股票報酬之波動性不確定且與股價成正比時，Black-Scholes 價格會如何？
(A)低估價外買權與價內賣權之市場價
(B)高估價外買權與價內賣權之市場價
(C)低估價外買權且高估價內賣權之市場價
(D)高估價外買權且低估價內賣權之市場價
(A)低估價外買權與價內賣權之市場價
(B)高估價外買權與價內賣權之市場價
(C)低估價外買權且高估價內賣權之市場價
(D)高估價外買權且低估價內賣權之市場價
參考答案
答案：A
難度：計算中-1
書單：沒有書單，新增
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