单选题 An investor pays $2 for a call option with an exercise price of $95, when the underlying stock price is $95. If the stock price is now $96, the intrinsic value of the call option would be :

A、

A. -$1
B、

B. $0
C、

C. $1

【正确答案】 C

【答案解析】The intrinsic value is $1 ; a stock priced at $96 can be purchased for $95.