Which of the following is true about a futures option and a spot option on the same underlying asset when they have the same strike price? The expiration dates of the two options and the futures are all the same.
A) A European call spot option and an American call futures option are equivalent
B) An American call spot option and a European call futures option are equivalent
C) A European put spot option and European put futures option are equivalent
D) An American put spot option and American put futures option are equivalent
Correct Answer:
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