04: Which one of the following situations will produce the me Assume the options are all in-the-money. Wations will produce the highest put price, all else constant? A. $15 strike price; 45 days to option expiration B. $15 strike price: 60 days to option expiration C. $20 strike price; 45 days to option expiration D. $20 strike price; 60 days to option expiration E. Insufficient information is provided to answer this question Q5: You know that a call will finish in the money. Based on that single piece of information, you also know which one of the following? A. The stock price will equal the strike price at expiration B. The risk-free rate is zero percent. C. A put on the same underlying asset with the same strike and expiration will finish out of the-money. D. The strike price will exceed the stock price at expiration E. The price of the call is equal to the price of the put. Q6: Which one of the following statements is correct? A. Both call and put option deltas are always positive. B. Put option deltas are always positive. C. Call option deltas are always positive. D. Both call and put option deltas are always negative. E. All deltas can be positive, negative, or equal to zero. What is the current price per underlying share if you wish to buy a June 532.50 call option on General Electric stock? General Electric Exp Jun Sep Jun Sep Strike 32.50 32.50 34.00 34.00 CALL Bid Ask 0.68 0.70 1.60 1.62 0.18 0.19 0.93 0.95 PUT Bid Ask 0.700.73 1.64 1.68 1.73 1.77 2.52 2.56 A. $0.68 B. $0.70 C. $0.73 D. $1.60 E. $1.62