问题
单项选择题
For two American options that differ only in time to expiration, pest statement we can make is that :()
A. the longer-term option must be worth more than the shorter-term option.
B. the longer-term option must be worth less than the shorter-term option.
C. the longer-term option must be worth at least as much as the shorter-term option.
答案
参考答案：C
解析：
While longer term options generally are worth more, for far in- or out-of-the-money options, the values could be equal.