问题
单项选择题
A European stock index call option has a strike price of $1 160 and a time to expiration of 0.25 years. Given a risk-flee rate of 4 percent, if the underlying index is trading at $1 200 and has a multiplier of 1, the lower bound for the option price is closest to:（）
A. $ 28.29.
B. $ 40.00.
C. $ 51.32.
答案
参考答案：C
解析：
[分析]： 欧式买入期权下限表述为：
