A
Acadi
Fi
Courses
Knowledge Hub
Community
Practice
Pricing
About
Search
⌘K
Question Bank
/
FRM
/
Part I
/
Financial Markets and Products
Financial Markets and Products
Easy
A European vanilla call option on a stock is priced at $6.50. A down-and-out call with the same strike and maturity is priced at $5.10. Using in-out parity, the price of the corresponding down-and-in call is closest to:
A
$1.40
B
$11.60
C
$5.10
D
$6.50
Select an answer to continue
Tags
#barrier-options
#in-out-parity
#knock-in
#knock-out
#exotic-options
More Financial Markets and Products questions
Start full Part I quiz