Multiple Choice
Assume S = $53,K = 50,div = 0,r = 0.03,σ = 0.30,and 100 days until expiration.What is the premium on a knock-in put option with an up-and-in barrier of $55?
A) $0.63
B) $0.73
C) $0.83
D) $0.93
Correct Answer:
Verified
Correct Answer:
Verified
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