问题
单项选择题
Consider a stock put option with the following characteristics: Type of option: put option on stock Underlying asset:100 shares of Dow Chemicals Exercise price : ______ Premium:$1.44 per share Expiration date : October If the expiration-day price of Dow Chemicals were ST = $79.25, and this were known to be the breakeven dock price, what would the exercise price of the option be
A．
| A. $80.69. |
B．
| B. $77.81. |
C．
| C. $79.25. |
答案
参考答案：A
解析：
X = ST + Pt = 79.25 + 1.44 = 80.69
