Question
21. Which of the following is true regarding option pricing: a. the less risk-free interest rate, the higher the premium. b. the more volatile the
21. Which of the following is true regarding option pricing:
a. the less risk-free interest rate, the higher the premium.
b. the more volatile the underlying stock, the lower the premium.
c. the higher strike price, the higher the premium.
d. the shorter the maturity of the option, the lower the premium.
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Pricing And Liquidity Of Complex And Structured Derivatives
Authors: Mathias Schmidt
1st Edition
3319459694, 978-3319459691
