题目内容
(请给出正确答案)
[单选题]
Suppose the spot exchange rate is $1.22 per British pound and the strike on a dollar denominated pound put is $1.20. Assume r = 0.04, rf = 0.05, σ = 0.20 and the option expires in 270 days. What is th
A.$0.075
B.$0.085
C.$0.095
D.$0.105
提问人:网友lixin080108
发布时间:2022-01-07