NO.PZ2023040401000088
问题如下：
If dividends paid by the underlying increase, the value of a European call option will most likely:
选项：
A.
not change.
B.
increase.
C.
decrease.
解释：
C is correct. A European call option is worth less the more dividends are paid by the underlying.
A is incorrect. A European call option is worth less the more dividends are paid by the underlying.
B is incorrect. A European call option is worth less the more dividends are paid by the underlying.
就是为什么多付dividend payment反而会降低underlying asset的价值
