Which of the following is NOT true? (Present values are calculated from the end of the life of the option to the beginning.)

A. An American put option is always worth less than the present value of the strike price
B. A European put option is always worth less than the present value of the strike price
C. A European call option is always worth less than the stock price
D. An American call option is always worth less than the stock price

A

If it is optimal to exercise an American option today and the stock price is very low the option will be worth more than the present value of the strike price

Business

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