Which One of the Following Situations Will Produce the Highest

question 9

Multiple Choice

Which one of the following situations will produce the highest put price, all else constant? Assume the options are all in the money.

• A)$50 stock price; 60 days to option expiration
• B)$50 stock price; 90 days to option expiration
• C)$55 stock price; 60 days to option expiration
• D)$55 stock price; 90 days to option expiration
• E)Insufficient information is provided to answer this question.