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The Most Valid Relationship Between the Values of European Calls CEC _ { E }

Question 10

Multiple Choice

The most valid relationship between the values of European calls ( CEC _ { E } ) , American calls ( CAC _ { A } ) , shout call options ( CSC _ { S } ) , and lookback calls ( CLC _ { L } ) is as follows:


A) CACSCLC _ { A } \leq C _ { S } \leq C _ { L }
B) CECLCSC _ { E } \leq C _ { L } \leq C _ { S }
C) CSCECAC _ { S } \leq C _ { E } \leq C _ { A }
D) CACLCSC _ { A } \leq C _ { L } \leq C _ { S }

Correct Answer:

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