Consider a chooser option on a stock s whose current price is $100 per share. assume that we are using our usual notation, i. e., let vch (0,t, t, k) denote the time-0 price of a chooser option with choice date t", exercise date t and strike price k. then, the following inequality holds: (a) vch (0, t',t, k) s vp(0, t, k) (b) vch (0, ,t, k) s vo(0, t, k) (c) max(vr(0,t, k), vc(0, t, k)) vch(0,t',t, k) (d) vch (o, t',t, k) < max(vp (0, t, k), vc(0, t, k)) (e) none of the above
answer; ///the correct answer is (ftc) federal trade commission;
tell them not to name the burger a cheese burger
well obviously you must be dumb if you dont noe dat
its kinda hard to answer this when we dont have all the information that we need.