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[单选题]

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.

参考答案与解析：

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