单选题
编号：2692291
1. An investor is short a portfolio of stocks that has volatility and return characteristics similar to that of the S&P 500. Which of the following strategies would best hedge the market risk of the short portfolio position?
- A.Buy a put option on the S&P 500.
- B.Write a call option on the S&P 500.
- C.Write a put option and buy a call option on the S&P 500.