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Suppose that for a European option S =31 r = 10% D = 0 c =1.2 T = 0.25 K =30 What is the lower
Suppose that for a European option
S =31
r = 10%
D = 0
c =1.2
T = 0.25
K =30
What is the lower bound of the call value?
A. Between 1 and 1.2
B. Between 1.2 and 1.4
C. Between 1.4 and 1.6
D. Between 1.6 and 1.8
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Finance For Managers
Authors: E. Martinez Abascal
1st Edition
0077140079, 9780077140076
