刘同学2020-01-27 19:22:08

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. 这个题解答下