Theta measures an option's:
Refer to section 25.3
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31.
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Selling an option is generally more valuable than exercising the option because of the option's:
Refer to section 25.3
|
32.
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Which of the following statements are correct?
I. As the standard deviation of the returns on a stock increase, the value of a put option increases. II. The value of a call option decreases as the time to expiration increases. III. A decrease in the risk-free rate increases the value of a put option. IV. Increasing the strike price increases the value of a put option.
Refer to section 25.3
|
33.
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A decrease in which of the following will increase the value of a put option on a stock?
I. time to expiration II. stock price III. exercise price IV. risk-free rate
Refer to section 25.3
|
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