题目内容

If the risk- free rate increases, the value of an in- the- money European put option will most likely:

A. decrease.
B. remain the same.
C. increase.

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The value of a European call option is inversely related to the:

A. exercise price.
B. time to expiration.
C. volatility of the underlying.

The table below shows three European call options on the same underlying:&Time to Expiration&Exercise PriceOption 1 &3 months &＄100Option 2 &6 months &＄100Option 3&6 months &＄105The option with the highest value is most likely:

A. Option 1.
B. Option 2.
C. Option 3.

The value of a European put option can be either directly or inversely related to the:

A. exercise price.
B. time to expiration.
C. volatility of the underlying.

A European put option on a dividend- paying stock is most likely to increase if there is an increase in:

A. carrying costs.
B. the risk- free rate.
C. dividend payments.