Multiple Choice
Assume S = $63,K = 60,div = 0,r = 0.04,σ = 0.35,and 90 days until expiration.What is the premium on a knock-in call option with an up-and-in barrier of $65?
A) $1.96
B) $2.06
C) $2.16
D) $2.26
Correct Answer:
Verified
Correct Answer:
Verified
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