• 2022-05-29
    From Black-Scholes Option Pricing Model, we know that the call price would increase but the put price would decrease as an increase in the volatility of prices of underlying stock.
    A: 正确
    B: 错误
  • B

    内容

    • 0

      Generally, price and demand is ____ related which means that the increase in the price would lead to the decrease in the demand for that product and vice versa.

    • 1

      Based on the binomial model, an increase in the actual probability of an upwardmove in the underlying will result in the option price: A: decreasing. B: remaining the same. C: increasing.

    • 2

      中国大学MOOC: The higher the volatility of a stock’s price, the lower the prices of both puts and calls on that stock.

    • 3

      Which of the following would cause price to decrease? A: a decrease in supply B: an increase in demand C: a surplus of the good D: a shortage of the good

    • 4

      Suppose that the United States eliminates its tariff on steel imports, permitting foreign-produced steel to enter the U.S. market. Steel prices to U.S. consumers would be expected to: A: Increase, and the foreign demand for   U.S. exports would increase B: Decrease, and the foreign demand for U.S.   exports would increase C: Increase, and the foreign demand for   U.S. exports would decrease D: Decrease, and the foreign demand for   U.S. exports would decrease