Question
Which of the following are true? (multiple answers) OFor options on futures, the value of the at-the-money call option is always equal the value of
Which of the following are true? (multiple answers)
OFor options on futures, the value of the at-the-money call option is always equal the value of the at-themoney put option.OAn American call option on a non-dividend-paying stock can be exercised early if the option is sufficiently inthe-money.OThe volatility is positively associated with the price of an option.DAn American option with six months to expiry must always be less valuable than an American option with three months to expiry.DTo compute implied volatility, one needs historical asset prices and an options pricing model.
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