請教一題選擇權的考試題目 謝謝 - 期貨

不知道可否po在這 不行我會自刪

FAB Corporation will need 200,000 Canadian dollars (C$) in 90 days to cover a
payable position. Currently, a 90-day call option with an exercise price of
$.75 and a premium of $.01 is available. Also, a 90-day put option with an
exercise price of $.73 and a premium of $.01 is available. FAB plans to
purchase options to hedge its payable position. Assuming that the spot rate
in 90 days is $.71, what is the net amount paid, assuming FAB wishes to
minimize its cost? A) $140,000. B) $148,000. C) $152,000. D) $150,000

這提我是算200,000* ($.71+$.01) ＝144000

請問版大 我這樣對嗎？ 謝謝

--


http://cicadar.blogspot.com/

--