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(     )。

【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.