Multiple Choice
Assume S = $66,K = 65,div = 0,r = 0.04,σ = 0.25,and 60 days until expiration.What is the premium on a knock-out call option with a down-and-out barrier of $60?
A) $2.40
B) $2.70
C) $3.00
D) $3.30
Correct Answer:
Verified
Correct Answer:
Verified
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