Multiple Choice
Assume S = $31.75,div = 0,r = 0.03,and σ = 0.20,and 90 days until the expiration of a standard call option.A put on call compound option with an exercise price of $2.00 has 180 days until expiration.What is the premium of the put on call option?
A) $0.42
B) $0.48
C) $0.85
D) $1.11
Correct Answer:
Verified
Correct Answer:
Verified
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