单选题
For two American options that differ only in time to expiration, strongest statement we can make is that :
A. the longer-term option must be worth more than the shorter-term option.
B. the longer-term option must be worth less than the shorter-term option.
C. the longer-term option must be worth at least as much as the shorter-term option.
A
B
C
D
【正确答案】
C
【答案解析】
While longer term options generally are worth more, for far in- or out-of-the-money options, the values could be equal.
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