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- 2011-7-11
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An analyst is evaluating a European call option with a strike price of 25 and 219 days to expiration. The underlying stock is currently trading for $29, and the analyst thinks that by the option expiration date the stock will be valued at $35. If the risk-free rate is 4.0%. what is the lower bound on the value of this option?
A $0
B $4.00
C $4.58 |
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发表于 2011-7-11 19:49
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