Question

All else constant, which one of the following situations will produce the highest call price given a strike price of $25?
A. $30 stock price; 40 days to option expiration
B. $30 stock price; 60 days to option expiration
C. $35 stock price; 40 days to option expiration
D. $35 stock price; 60 days to option expiration
E. Insufficient information is provided to answer this question.

Answer

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