Multiple Choice
Assume S = $36,K = 35,div = 0.0,r = 0.08,σ = 0.40,and 270 days until expiration.What is the premium on an Asian average strike call where N = 2?
A) $1.91
B) $2.01
C) $2.11
D) $2.21
Correct Answer:
Verified
Correct Answer:
Verified
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