Which of the Following Factors Is not considered in the Valuation

question 44

Multiple Choice

Which of the following factors is not considered in the valuation of call and put options?

• A) Current stock price
• B) Exercise price
• C) Market interest rate
• D) Volatility of underlying stock price
• E) none of the above (that is, all are factors which should be considered in the valuation of call and put options)

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