题目内容
(请给出正确答案)
[单选题]
Assume that a $60 strike call has a 2.0% continuous dividend, r = 0.05, and the stock price is $61.00. What is the theta of the option as the expiration time declines from 60 to 50 days?
A.–0.52
B.–0.42
C.–0.32
D.–0.22
提问人:网友lixin080108
发布时间:2022-01-07