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Which portfolio of options will replicate a plain vanilla call option? a. An up-and-in barrier option call and a up-and-out barrier put option each with
Which portfolio of options will replicate a plain vanilla call option?
a. | An up-and-in barrier option call and a up-and-out barrier put option each with the same strike as the plain vanilla option. | |
b. | Barrier options can't be used to replicate a plain vanilla option. | |
c. | An up-and-in barrier option call and a up-and-out barrier call option each with the same strike as the plain vanilla option. |
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