【单选题】Assume S = $63, K = 60, div = 0, r = 0.04, σ= 0.35, and 90 days until expiration. What is the premium on a knock-in call option with an up-and-in barrier of $65?
【单选题】Assume S = $66, K = 65, div = 0, r = 0.04, σ= 0.25, and 60 days until expiration. What is the premium on a knock-out call option with a down-and-out barrier of $60?
【单选题】Assume S = $48.35, K = 45, σ = 0.23, r = 0.04, T – t = 60 days, div = 0, and a jump probability = 0.005. What is the increase in the value of a call over a no-jump call?