You are a UK-based investor who is interested in investing in options on Japanese stocks. The options are denominated in Japanese yen (JPY) , but you are not interested in taking on GBP/JPY exchange-rate risk. The most suitable alternative for you is to
A) Combine the options on Japanese stock with GBP/JPY foreign currency options.
B) Combine the options on Japanese stock with GBP/JPY foreign-currency forwards.
C) Buy quanto options on Japanese stocks.
D) Move to Japan.
Correct Answer:
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