Assume that a call option has an exercise price of $1 50 At a spot price of $1 45 , the call option has a a time value of $0 04 b a time value of $0 00 c an intrinsic value of $0 00 d an intrinsic value of $0 04

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Assume that a call option has an exercise price of $1.50/. At a spot price of $1.45/, the call option has a. a time value

Assume that a call option has an exercise price of $1.50/. At a spot price of $1.45/, the call option has

	a.	a time value of $0.04.
	b.	a time value of $0.00.
	c.	an intrinsic value of $0.00.
	d.	an intrinsic value of -$0.04

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