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An American call option on a stock with 91 days until expiration has an exercise price of $65. The underlying stock is trading at $68
An American call option on a stock with 91 days until expiration has an exercise price of $65. The underlying stock is trading at $68 and the risk-free rate is 5%.
The theoretical minimum price for this option is closest to:
A | $0. |
B | $2.86. |
C | $3.00. |
D | $3.79. |
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