Sofia nice · 2025年01月26日
* 问题详情，请 查看题干
NO.PZ202401310100000406
问题如下：
Compared to the assumptions Terra Mercado used to value stock options in 20X2, earnings in 20X3 were most favorably affected by the change in the:
选项：
A.expected life.
risk-free rate.
dividend yield.
解释：
C is correct. A higher dividend yield reduces the value of the option and thus option
expense. The lower expense results in higher earnings. Higher risk-free rates
and expected lives result in higher call option values.
A选项什么意思，为啥不对，感觉A选项时间越长，夜长梦多，期权价值不也应该越低吗？
NO.PZ202401310100000406问题如下 Compareto the assumptions Terra Merca useto value stooptions in 20X2, earnings in 20X3 were most favorably affectethe change in the: A.expectelife.B.risk-free rate.C.vinyiel C is correct. A higher vinyielreces the value of the option anthus optionexpense. The lower expense results in higher earnings. Higher risk-free ratesanexpectelives result in higher call option values. 题目问的是影响最大，但是没有问earning 上升，是我对题目问题理解错了吗？
NO.PZ202401310100000406 问题如下 Compareto the assumptions Terra Merca useto value stooptions in 20X2, earnings in 20X3 were most favorably affectethe change in the: A.expectelife. B.risk-free rate. C.vinyiel C is correct. A higher vinyielreces the value of the option anthus optionexpense. The lower expense results in higher earnings. Higher risk-free ratesanexpectelives result in higher call option values. B错误是因为无风险利率不参与计算吗？
