题目内容
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提问人:网友lixin080108
发布时间:2022-01-07
[单选题]
Assume that a $60 strike call has a 2.0% continuous dividend, r = 0.05, and the stock price is $61.00. What is the theta of the option as the expiration time declines from 60 to 50 days?
A.–0.52
B.–0.42
C.–0.32
D.–0.22
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- · 有5位网友选择 B,占比62.5%
- · 有2位网友选择 D,占比25%
- · 有1位网友选择 C,占比12.5%