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Basic Question 4 of 11

The lower bound on a European call price is the greater of zero and ______.

A. the underlying price minus the exercise price
B. the present value of the exercise price minus the underlying price
C. the underlying price minus the present value of the exercise price

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Craig Baugh

Craig Baugh

Learning Outcome Statements

contrast the use of arbitrage and replication concepts in pricing forward commitments and contingent claims

CFA® 2025 Level I Curriculum, Volume 5, Module 8.