单选题
Given that a put on a stock with a strike price of $ 60 is priced at $ 5 per share, while a call with a strike price of $ 60 is priced at $ 8. Find out the maximum per share loss and the maximum per share gain to the writer: Maximum loss to put writer Maximum gain to the call writer A. $55 $8 B. $52 $6 C. $52 $8
【正确答案】
A
【答案解析】The writer of put loss=$ 60-premiun $ 5=$ 55.
The writer of call gets a maximum gain of $ 8.