问题
单项选择题
Suppose the price of a share of Stock A is $100. A European call option that matures one month from now has a premium of $8, and an exercise price of $100. Ignoring commissions and the time value of money, the holder of the call option will earn a profit if the price of the share one month from now:
A．
| A. increases to $106. |
B．
| B. decreases to $94. |
C．
| C. increases to $110. |
答案
参考答案：C
解析：The breakeven point is the strike price plus the premium, or $100 + $8 = $108. Any price greater than this would result in a profit, and the only choice that exceeds this amount is $110.
