Which of the followingfactors’ increment...

题目

Which of the followingfactors’ increment will make the American put option values increase? I Volatility II Dividends III StockPrice IV Timeto expiration

选项

A.I and III only

B.II and IV only

C.I, II, and IV only

D.I, III, and IV only

答案

C

解析

American put option values decrease as stock prices increase当股票价格上升，美式看跌期权价值下降。