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
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Consider a chooser option on a stock s whose current price is $100 per share. assume that we are usi...
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