题目内容

For a European call option with two months until expiration, if the spot price is below the exercise price, the call option will most likely have:

A. zero time value.
B. positive time value.
C. positive exercise value.

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An at-the-money American call option on a stock that pays no dividends has three months remaining until expiration. The market value of the option will most likely be:

A. less than its exercise value.
B. equal to its exercise value.
C. greater than its exercise value.

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Compare an American call with a strike of 50 which expires in 90 days to an American call on the same underlying asset which has a strike of 60 and expires in 120 days. The underlying asset is selling at 55. Consider the following statements:Statement1: "The 50 strike call is in-the-money and the 60 strike call is out-of-the-money."Statement 2: "The time value of the 60 strike call, as a proportion of the 60 strike call's premium, exceeds the time value of the 50 strike call as a proportion of the 50 strike call's premium."Are the statements most likely correct or incorrect?

A. Both statements are correct
B. Statement 1 is incorrect, but Statement 2 is correct
C. Statement 1 is correct, but Statement 2 is incorrect

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With respect to American calls, which of the following statements is most accurate?

American calls should be exercised early if the underlying has reached its expected maximum price.
B. American calls should be exercised early if the underlying has a lower expected return than the risk- free rate.
C. American calls should be exercised early only if there is a dividend or other cash payment on the underlying.

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The effect of dividends on a stock on early exercise of a put is to:

A. make early exercise less likely.
B. have no effect on early exercise.
C. make early exercise more likely.

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For a European call option with two months until expiration, if the spot price is below the exercise price, the call option will most likely have:

A. zero time value. B. positive time value. C. positive exercise value.

An at-the-money American call option on a stock that pays no dividends has three months remaining until expiration. The market value of the option will most likely be:

With respect to American calls, which of the following statements is most accurate?

The effect of dividends on a stock on early exercise of a put is to:

A. zero time value.
B. positive time value.
C. positive exercise value.