The current price of a non-dividend-paying stock is ¥30. Over the next six months it is expected to rise to ¥36 or fall to ¥26. Assume the risk-free rate is zero. An investor sells call options with a strike price of ¥32. What is the value of each call option?
A、¥1.6
B、¥2.0
C、¥2.4
D、¥3.0
A、¥1.6
B、¥2.0
C、¥2.4
D、¥3.0
金融工程学（双语）
章节列表
1 金融工程概述 Chapter 1 Introduction to Financial Engineering52 远期与期货概述 Chapter 2 Introduction to Forwards and Futures53 远期与期货的定价 Chapter 3 Pricing Forwards and Futures54 运用远期与期货进行套期保值 Chapter 4 Use forwards and futures for hedging55 金融远期与期货合约示例 Chapter 5 Examples of Financial Forwards and Futures Contracts56 互换 Chapter 6 Swap511 期末考试377 期权与期权市场 Chapter 7 Option and Option Markets58 期权价格特性 Chapter 8 Properties of Option Prices69 期权定价 Chapter 9 Option Pricing810 期权的应用 Chapter 10 Applications of Options10