单选题 A European stock index call option has a strike price of $1 160 and a time to expiration of 0.25 years. Given a risk-flee rate of 4 percent, if the underlying index is trading at $1 200 and has a multiplier of 1, the lower bound for the option price is closest to:

A、

A. $ 28.29.
B、

B. $ 40.00.
C、

C. $ 51.32.

【正确答案】 C

【答案解析】[分析] 欧式买入期权下限表述为：

式中，

为标的资产的现值。在本题中，欧式买入期权下限