题目内容

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.

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Assume the probability of bankruptcy for the underlying asset is high. Compared to the price of an American put option on the same underlying asset, the price of an equivalent European put option will most likely be:

A. lower.
B. higher.
C. the same because the probability of bankruptcy does not affect pricing.

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If dividends paid by the underlying increase, the value of a European call option will most likely:

A. not change.
B. increase.
C. decrease.

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Holding other factors constant, the value of a European put option will mostlikely decrease as the:

A. risk- free interest rate increases.
B. volatility of the underlying increases.
C. value of the underlying decreases.

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Which of the following statements about put and call options is least accurate?

A. The price of the option is less volatile than the price of the underlying stock.
B. Option prices are generally higher the longer the time until the option expires.
C. For put options, the higher the strike price relative to the stock’s underlying price, the morethe put is worth.

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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.

Assume the probability of bankruptcy for the underlying asset is high. Compared to the price of an American put option on the same underlying asset, the price of an equivalent European put option will most likely be:

If dividends paid by the underlying increase, the value of a European call option will most likely:

Holding other factors constant, the value of a European put option will mostlikely decrease as the:

Which of the following statements about put and call options is least accurate?

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