For European currency options written on euro with a strike price in dollars, what of the effect of an increase r€?
A) Decrease the value of calls and puts ceteris paribus
B) Increase the value of calls and puts ceteris paribus
C) Decrease the value of calls, increase the value of puts ceteris paribus
D) Increase the value of calls, decrease the value of puts ceteris paribus
Correct Answer:
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Q45: For European currency options written on euro
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Q49: Assume that the dollar-euro spot rate is
Q51: Which of the following is correct?
A)European options
Q52: American call and put premiums
A)should be at
Q53: Find the hedge ratio for a put
Q54: For European options, what of the effect
Q55: For European currency options written on euro
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