Question
Which of the following are always positively related to the price of a European Call Option on a stock (select 3) a. The stock price
Which of the following are always positively related to the price of a European Call Option on a stock (select 3)
| a. | The stock price | |
| b. | The strike price | |
| c. | The time to expiration | |
| d. | The volatility | |
| e. | The risk-free rate | |
| f. | The magnitude of the dividends anticipated during the life of the option |
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Finance A Quantitative Introduction
Authors: Nico Van Der Wijst
1st Edition
1107029228, 978-1107029224
