题目内容
The price of a stock, which pays no dividends, is $30 and the strike price of a one year European call option on the stock is $25. The risk-free rate is 4% (continuously compounded). Which of the following is a lower bound for the option such that there are arbitrage opportunities if the price is below the lower bound and no arbitrage opportunities if it is above the lower bound? ( )
查看答案
搜索结果不匹配？点我反馈
更多问题
A stock price (which pays no dividends) is $50 and the strike price of a two year European put option is $54. The risk-free rate is 3% (continuously compounded). Which of the following is a lower bound for the option such that there are arbitrage opportunities if the price is below the lower bound and no arbitrage opportunities if it is above the lower bound? ( )
Which of the following is NOT true? Assume that present values are calculated from the end of the life of the option to today. ( )
Which of the following creates a bear spread? ( )
What is the number of different option series used in creating a butterfly spread? ( )
微信支付 
支付宝支付