Multiple Choice
Let denote the strike of an asset-or-nothing call option and the price of the underlying at maturity. The option is worth
A) The present value of taken over the region .
B) The present value of taken over the region .
C) times the risk-neutral probability of the option finishing in-the-money.
D) The present value of taken over the region .
Correct Answer:

Verified
Correct Answer:
Verified
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