If , Calculate the Value of

question 33

Multiple Choice

If , calculate the value of . ​

• A) 75.69
• B) 93.09
• C) 95.09
• D) None of the above

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Definitions:

Option Values

The premium or price of an options contract, determined by factors including the underlying asset's price, strike price, and expiration date.

European Put

A type of put option that can only be exercised at its expiration date, not before.

American Put

An option contract giving the holder the right, but not the obligation, to sell a specified amount of an underlying asset at a predetermined price before or on a specified date.

Real Option

The choice available to managers regarding business investments, such as expanding, deferring, or abandoning a project, based on changing conditions.