underlying is below the exercise price, a put option is:
A. in-the-money.
B. at-the-money.
C. out-of-the-money.
24. If the risk-free rate increases, the value of an in-the-money European put option will most likely:
A. decrease.
B. remain the same.
C. increase.
25. The value of a European call option is inversely related to the:
A. exercise price.
B. time to expiration.
C. volatility of the underlying.
26. The table below shows three European call options on the same underlying:
The option with the highest value is most likely:
A. Option 1.
B. Option 2.
C. Option 3.
27. The value of a European put option can be either directly or inversely related to the:
A. exercise price.
B. time to expiration.
C. volatility of the underlying.
28. Prior to expiration, the lowest value of a European put option is the greater of zero or the:
A. exercise price minus the value of the underlying.
B. present value of the exercise price minus the value of the underlying.
C. value of the underlying minus the present value of the exercise price.
29. A European put option on a dividend-paying stock is most likely to increase if there is an increase in:
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