财会经济>CFA特许金融分析师 > CFA考试(Level Ⅰ)
CFA考试(Level Ⅰ) - 相关题库
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.

登录后查看答案及解析

选择购买的题库