题目内容

Which of the following statements is correct about the early exercise of American options?

A. It is always optimal to exercise an American call option on a non-dividend-paying stock before the expiration date.
B. It can be optimal to exercise an American put option on a non-dividend-paying stock early.
C. It can be optimal to exercise an American call option on a non-dividend-paying stock early.
D. It is never optimal to exercise an American put option on a non-dividend-paying stock before the expiration date.

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American:＄6.00.European: ＄6.00
B. American:＄5.96.European: ＄6.00
C. American:＄6.00.European: ＄6.59
D. American:＄6.59.European: ＄6.59

A. ＄0
B. ＄0.48
C. ＄3.11
D. ＄4.00

A. selling a call.
B. buying a call.
C. a covered call position.
D. a protective put position.

A. short call, long underlying asset, short bond.
B. long call, short underlying asset, long bond.
C. long call, long underlying asset, short bond.