The current price of an asset is 100. An out-of-the-money American put option with an
exercise price of 90 is purchased along with the asset. If the breakeven point for this hedge is at an asset price of 114 at expiration, then the value of the American put at the time of purchase must have been:
A. 0.
B. 4.
C. 10.
D. 14. |
发表于 2011-7-11 19:45
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