问题如下:
The value of a European put could either increase or decrease as:
选项:
A.risk-free rate of interest increases
B.time to expiration increases
C.exercise price decreases
解释:
B is correct.
In gerneal, the value of a European put option will increase as the time to expiration increases, however, if the option is deep in-the-money and the risk-free rate is higher, a put with longer time to expiration will have lower value.
能解释一下这道题吗,没看懂唉。。。谢谢