Multiple Choice
Assume S = $52,K = 50,div = 0.01,r = 0.06,σ = 0.22,and 45 days until expiration.What is the premium on an Asian average strike call where N = 1?
A) $0.00
B) $0.10
C) $0.20
D) $0.30
Correct Answer:
Verified
Correct Answer:
Verified
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