李同学2019-04-09 21:31:23

04.单选题 已收藏 标记 纠错 A put option with an exercise price of 80 will expire in 73 days. No cash payments will be made by the underlying asset over the life of the option. If the underlying asset is at 75 and the risk-free rate of return is 5.0 percent, what are the lower bounds for an American put option and a European put option, respectively, closest to: A for an American put option is 4.22; for a European put option is 5.00. B for an American put option is 5; for a European put option is 4.22. C for an American put option is 4.22; for a European put option is 4.22. 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率：67% Factors affect the value of an option 难度：一般 推荐：      答案解析 问：这道题会算了。但是the lower bounds怎么翻译，是profit的意思吗？和valuation有关系吗