Question

Which one of the following situations will produce the highest put price, all else constant? Assume the options are all in-the-money.
A. $15 strike price; 45 days to option expiration
B. $15 strike price; 60 days to option expiration
C. $20 strike price; 45 days to option expiration
D. $20 strike price; 60 days to option expiration
E. Insufficient information is provided to answer this question.

Answer

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