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题目 What is the lower pricing bound for a European call option with a strike price of 80 and one year until expiration? The price of the underlying asset is 90, and the 1-year interest rate is 5% [...]

题目 Which of the following statements about options on futures is true? 选项 A.An American call is equal in value to a European call. B.An American put is equal in value to a European put. [...]

题目 Assume that the current price of a stock is $100. A call option on that stock with an exercise price of $97 costs $7. A call option on the stock with the same expiration and an exercise price [...]

题目 Which of the following will create a bull spread? 选项 A.Buy a put with a strike price of X = 50, and sell a put with a strike price of 55. B.Buy a put with a strike price of X = 55, and [...]

题目 An American investor holds a portfolio of French stocks. The market value of the portfolio is €10 million, with a beta of 1.35 relative to the CAC index. In November, the spot value of the [...]

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 [...]

题目 Which of the following options is best described as follows: "A six month call option may only be exercised early on the first day of each month"? 选项 A.Bermudan option. B.American option. [...]

题目 Which of the following is most true about American options? 选项 A.Early exercise is never optimal. B.Early exercise of an American call on a non-dividend paying stock is never optimal. [...]

题目 A bear spread is an option strategy in which the option trader: 选项 A.Purchases a high strike call option and sells a lower strike call option. B.Sells a low strike call option and sells a [...]

题目 Which of the following has the same impact on both American call and put option prices? I.An increase in volatility. II.An increase in the stock price. III.An increase in the risk-free rate. [...]