单选题
编号:2690740
1. A European stock index call option has a strike price of $1,200 and a time to expiration of 0.25 years. Given a risk-free rate of 4 percent, if the underlying index is trading at $1,250 and has a multiplier of 1, then the lower bound for the option price is closest to:
- A.$28.29.
- B.$40.00.
- C.$61.71.