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A Buyer of a Call Option on Fixed-Income Securities Is

Question 141

Multiple Choice

A buyer of a call option on fixed-income securities is most likely to:


A) exercise the option if interest rates rise.
B) let the option expire if the interest rates fall.
C) exercise the option if interest rates fall.
D) exercise the option if interest rates remain constant.
E) buy a put option also on the same securities.

Correct Answer:

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