刘同学2020-01-27 19:21:22

01.单选题 收藏 标记 纠错 A call option with a strike price of 60 will expire in 80 days. No cash payments will be made by the underlying asset over the life of the option. If the underlying asset price is 70 and the risk-free rate of return is 5.0 percent, the lower bound for an American call option and a European call option, respectively, are closest to A the lower bound for an American call option is 10; the lower bound for a European call option is 10.64. B the lower bound for an American call option is 10.64; the lower bound for a European call option is 10. C the lower bound for an American call option is 10.64; the lower bound for a European call option is 10.64. 这个题啥也听不见，麻烦老师讲解