sample exam II 上47题：
An investor purchases a 3-month put option on a stock with an exercise price of $35. The risk-free rate is 4.5 percent. At expiration, the stock price is $33.50. The option's payoff is closest to:
A $0
B $1.48
C $1.50
答案是C 也就是没有考虑到期权费
我的理解是这里说的是option的payoff
如果换成是investor的payoff是不是就要考虑到期权费了？？？ 求高手解答 | 
发表于 2009-11-29 12:34
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