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Consider European CALL options on the same non-dividend paying stock XYZ. Assume that the price of stock XYZ is 100. Which of the following call
Consider European CALL options on the same non-dividend paying stock XYZ. Assume that the price of stock XYZ is 100. Which of the following call options has the highest price?
Select one:
a. Exercise Price = 100, Time to expiration =1 year
b. Exercise Price = 90, Time to expiration = 2 year
c. Exercise Price = 100, Time to expiration =2 year
d. Exercise Price = 90, Time to expiration = 1 year
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