求问frm2012 practice exam的一道题
19. Sam seek has a small portfolio of options, since the options are currently in the money, he is considering the possibility of any early exercise. Which of the following is correct.
A. It is never optimal to exercise European call option early
B. it is best to exercise a put option when it is just in the money
C. Early exercise of put option become more attractive when interest rate rise
D. Early exercise of put option become more attractive when interest rate decline
Answer: c
I choose d
谁能好心帮忙解释一下么？谢谢啦~ |
发表于 2014-2-21 15:36
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