Multiple Choice
Assume S = $46,K = 45,div = 0,r = 0.03,σ = 0.20,and 50 days until expiration.What is the premium on a knock-out put option with an up-and-out barrier of $50?
A) $0.83
B) $0.93
C) $1.13
D) $1.33
Correct Answer:
Verified
Correct Answer:
Verified
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