【单选题】Assume S = $31.75, div = 0, r = 0.03, and σ= 0.20, and 90 days until the expiration of a standard call option. A put on call compound option with an exercise price of $2.00 has 180 days until expirati...
【单选题】A strategy consists of buying a market index product at $830 and longing a put on the index with a strike of $830. If the put premium is $18.00 and interest rates are 0.5% per month, what is the estim...