题目
A European call option has a time to maturity of six months on a stock with a 2% dividend yield. The current stock and strike prices are both $50. The volatility of the stock is 18% per annum. The risk free rate is 4%. What is the price of the call option?
选项
A.$2.00
B.$2.75
C.$3.08
D.$3.16
答案
B
解析
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