题目
A stock currently trades at $10. At the end of three months, the stock will either be $11 or $9. The continuously compounded risk-free rate of interest is 3.5% per year. The value of a 3-month European call option with a strike price of $10 is closest to:
选项
A.$0.11
B.$0.54
C.$0.65
D.$1.01
答案
B
解析
「huixue_img/importSubject/1564170386592108544.png」