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若某投资者买入1份执行价格为1050元/吨的大豆看涨期权，权利金为100元/吨;同时卖出一份执行价格为1080元/吨的看涨期权，权利金为90元/吨，则大豆现货价格为（）元/吨时，该投资者达到盈亏平衡。

12 查阅

A、1060

B、1070

C、1080

D、1050

参考答案:

A

买入一份大豆看涨期权，支出为100元，卖出一份看涨期权，收入为90元，大豆现货价格为1060时，通过执行期权可以得到1060-1050=10的收益，刚好盈亏平衡，总收益是零。

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