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P. 218 #11 Analytical Problems: Of the following options, which would you expect to have the highest option price?

P. 218 #11 Analytical Problems:

Of the following options, which would you expect to have the highest option price?

a) A European 3 month put option on a stock whose market price is $90 where the strike price is $100.

b) A European 3 month put option on a stock whose market price is $110 where the strike price is $100.

c) A European 1 month put option on a stock whose market price is $90 where the strike price is $100.

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