问题
单项选择题
An investor pays $2 for a call option with an exercise price of $95, when the underlying stock price is $95. If the stock price is now $96, the intrinsic value of the call option would be :
A．
| A. -$1 |
B．
| B. $0 |
C．
| C. $1 |
答案
参考答案：C
解析：The intrinsic value is $1 ; a stock priced at $96 can be purchased for $95.