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The Value of a Futures Option Is Defined as

Question 6

Multiple Choice

The value of a futures option is defined as


A) the difference between the option's strike price and the market price of the underlying futures contract.
B) the mark- to- market value divided by the strike price.
C) the strike price of the option multiplied by the mark- to- market value.
D) the difference between the option's strike price and its original purchase price.

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