题目内容

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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If there are two call options for two different underlying assets, and related information is shown in the table below.&Option 1 &Option 2Payments on the underlying &Positive &ZeroCarrying cost &Zero &PositiveBased on the table, which of the option is most likely to have higher value?

A. Option 1
B. Option 2
C. The same

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The value of a call option can be positively correlated to the:

A. exercise price & risk-free rate
B. risk-free rate & volatility
C. exercise price & volatility

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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.

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?

If there are two call options for two different underlying assets, and related information is shown in the table below.&Option 1 &Option 2Payments on the underlying &Positive &ZeroCarrying cost &Zero &PositiveBased on the table, which of the option is most likely to have higher value?

The value of a call option can be positively correlated to the:

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