Collar for optionsForums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Collar for optionsThis topic has 1 reply, 2 voices, and was last updated 7 years ago by John Moffat.Viewing 2 posts - 1 through 2 (of 2 total)AuthorPosts July 3, 2018 at 3:31 pm #460837 duybachhpvnMemberTopics: 48Replies: 34☆☆Hi John,The collar was only discussed in the textbook for Interest rate options. I wonder if Foreign currency options can also use Collar strategy to reduce premium cost? I think it would be perfectly fine but just want to confirmThanks July 4, 2018 at 8:35 am #460916 John MoffatKeymasterTopics: 57Replies: 54721☆☆☆☆☆In principle it could be done, but in the exam collars always relate to interest rate options.AuthorPostsViewing 2 posts - 1 through 2 (of 2 total)The topic ‘Collar for options’ is closed to new replies.