单选题 When the underlying stock price is $95, an investor pays $2 for a call option with an exercise price of $95. if the stock price moves to $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.