试题与答案

Consider a call option expiring in 60 days

题型:单项选择题

题目:

Consider a call option expiring in 60 days on a non-dividend-paying stock trading at 53 when the risk-free rate is 5%. The lower bound for a call option with an exercise price of 50 is:

A.

A. $3.00.

B.

B. $3.40.

C.

C. $3.55.

答案:

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参考答案:A, C, D

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