题目内容

When would you want to early exercise an American call?

A. When you have made money on it
B. When the dividend payment outweighs the sum of the insurance and saved interest value
C. When the call is in-the-money
D. Never
E. When the put on the same strike/expiry has delta 0

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The current price of a 6-month, USD 30.00 strike price, European-style put option on a stock is USD 4.00. The current stock price is USD 32.00. A special one-time dividend of USD 0.75 per share is expected in 3 months. The continuously compounded risk-free rate for all maturities is 3.5% per year. Which of the following is closest to the no-arbitrage value of a European-style call option on the same underlying stock with a strike price of USD 30.00 and a time to maturity of 6 months?

A. USD 2.22
B. USD 5.26
C. USD 5.78
D. USD 6.52

若享利系数E值很大，依据双膜理论，则可判断过程的吸收速率为（）控制。

A. 气膜
B. 液膜
C. 双模
D. 无法判断

根据双膜理论，当溶质在液体中溶解度很小时，以液相表示的总传质系数将：

A. 大于液相传质分系数
B. 近似等于液相传质分系数
C. 小于液相传质分系数
D. 近似等于气相传质分系数

由于吸收过程气相中的溶质分压总是大于液相中溶质的平衡分压，所以吸收过程的操作线总是在其平衡线的（）。

A. 上方
B. 下方
C. 不确定