M<sub>1</sub>,M<sub>2</sub>,M<sub>3</sub>分别是3个欧式看涨期权价格,其中X<sub>1</sub>>X<sub>2</sub>>X<sub>3</sub>且X<sub>1</sub>+X<sub>3</sub>=2X<sub>2</sub>,那么有()。
A、M2>(M1+M3)/2
B、M2=(M1+M3)/2
C、M2与(M1+M3)/2大小无关
D、M2≦(M1+M3)/2
A、M2>(M1+M3)/2
B、M2=(M1+M3)/2
C、M2与(M1+M3)/2大小无关
D、M2≦(M1+M3)/2
A、只有M<sub>1sub>启动后,M<sub>2sub>才能启动 B、M<sub>1sub>、M<sub>2sub>都运行时,接下SB<sub>12sub>时,M<sub>1sub>、M<sub>2sub>均会停止 C、M<sub>1sub>、M<sub>2sub>都运行时,只有M<sub>2sub>停止以后,才能停止M<sub>1sub> D、M<sub>1sub>可以单独启动、停止操作
A、M<sub>1sub>=M<sub>2sub>=M<sub>0sub> B、M<sub>1sub>=M<sub>2sub>=2M<sub>0sub> C、M<sub>1sub>=M<sub>2sub>=1/2M<sub>0sub> D、M<sub>1sub>+M<sub>2sub>=2M<sub>0sub>
A、n=2,L=2,m<sub>1sub>=0,m<sub>2sub>=1/2 B、n=3,L=1,m<sub>1sub>=-1,m<sub>2sub>=-1/2 C、n=1,L=2,m<sub>1sub>=1,m<sub>2sub>=1/2 D、n=1,L=0,m<sub>1sub>=1,m<sub>2sub>=-1/2
A、m<sub>1sub>≥m<sub>2sub> B、m<sub>1sub>>m<sub>2sub> C、m<sub>1sub>≤m<sub>2sub> D、m<sub>1sub><m<sub>2sub>
A、-(2RT/F)ln(γ<sub>±,1sub>m<sub>1sub>/γ<sub>±,2sub>m<sub>2sub>) B、-(2RT/F)ln(γ<sub>±,2sub>m<sub>2sub>/γ<sub>±,1sub>m<sub>1sub>) C、-(RT/F)ln(γ<sub>±,1sub>m<sub>1sub>/γ<sub>±,2sub>m<sub>2sub>) D、-(RT/F)ln(γ<sub>±,2sub>m<sub>2sub>/γ<sub>±,1sub>m<sub>1sub>)
A、d<sub>1sub>=m<sub>a1sub>q B、d<sub>1sub>=m<sub>nsub>q C、d<sub>1sub>=m<sub>a1sub>Z<sub>1sub> D、d<sub>1sub>=m<sub>nsub>Z<sub>1sub>
A、M<sub>Rsub>/M<sub>Ssub>≥1.0 B、M<sub>Rsub>/M<sub>Ssub>≥1.1 C、M<sub>Rsub>/M<sub>Ssub>≥1.2 D、M<sub>Rsub>/M<sub>Ssub>≥1.25
A、m1=m2 B、α<sub>1sub>=α<sub>2sub> C、m1=m2α<sub>1sub>=α<sub>2sub> D、m1=m2=mα<sub>1sub>=α<sub>2sub>=α
A、m<sub>1sub>与m<sub>3sub> B、m<sub>4sub>与m<sub>6sub> C、m<sub>5sub>与m<sub>13sub> D、m<sub>2sub>与m<sub>8sub>