Question

Call options with strikes of $30, $35, and $40 have option premiums of $1.50, $1.70, and $2.00, respectively. Using strike price convexity, which option premium, if any, is not possible?
A) C (30)
B) C (35)
C) C (40)
D) All are possible

Answer

This answer is hidden. It contains 1 characters.