单选题 Consider a stock put option with the following characteristics: Type of option: put option on stock Underlying asset: 100 shares of Dow Chemicals Exercise price : ______ Premium: $1.44 per share Expiration date : October If the expiration-day price of Dow Chemicals were ST = $79.25, and this were known to be the breakeven dock price, what would the exercise price of the option be?
【正确答案】 A
【答案解析】
X = ST + Pt = 79.25 + 1.44 = 80.69