问题
单项选择题
The lower bound on European call option prices can be adjusted for cash flows of the underlying asset by :()
A. adding the present value of the expected dividend payments to the current asset price.
B. subtracting the present value of the expected dividend payments from the exercise price.
C. subtracting the present value of the expected dividend payments from the current asset price.
答案
参考答案:C
解析:
The correct adjustment is to subtract the present value of the expected dividend payments from the current asset price.