Multiple Choice
Assume S = $51,K = $50,div = 0.0,r = 0.05,σ = 0.20,and 55 days until expiration.What is the premium on a knock-in call option with a down-and-in barrier of $48?
A) $0.175
B) $0.185
C) $0.195
D) $0.205
Correct Answer:
Verified
Correct Answer:
Verified
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