题目
A 2-year European call option has a market price of $50 with a strike price of $140. The underlying stock price is $100 with a two-year annualized interest rate of 5% and a dividend yield of 2% (annualized). What is closest to the market price of a two-year European put stock at $140?
选项
A.$77
B.$10
C.$90
D.$81
答案
D
解析
本题解析如下：「huixue_img/importSubject/1564169528575922176.png」