47、A European stock index call option has a strike price of $1160 and a time to expiration of 0.25 years. Given a risk-free rate of 4%, if the underlying index is trading at $1200 and has a multiplier of 1, then the lower bound for the option price is closest to: A. $ 0.00. B. $28.29. C. $40.00. D. $51.32.
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发表于 2008-5-19 16:14
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