2022年CFA考试《CFA一级》练习题 1、All else being equal, a decrease in volatility of the underlying is most likely toresult in a(n):【单选题】 A.increase in call price ａｎｄ&emsp；a decrease in put price. B.decrease in call price ａｎｄ&emsp；a decrease in put price. C.increase in call price ａｎｄ&emsp；a increase in put price. 正确答案:B 答案解析:所针对的标的资产波动性增加会同时增加看涨期权和看跌期权的价值，此时标的资产的价格高于看涨期权行权价或者低于看跌期权行权价的可能性都增加，而所针对的标的资产的波动性若降低，则结论正好相反。 2、An analyst does research about commodity.Fｏｒan investｏｒwith a long-termtime horizon, the return from rolling forward the maturity of the derivative positionis most likely described as :【单选题】 1 本文来源：https://www.wddqw.com/doc/91bf1d2780c4bb4cf7ec4afe04a1b0717fd5b377.html