- CFA Exams
- CFA Exam: Level I 2021
- Study Session 16. Derivatives
- Reading 49. Basics of Derivative Pricing and Valuation
- Subject 8. Factors that Affect the Value of an Option
CFA Practice Question
Which factor is DIRECTLY related to the value of a European put option?
B. Risk-free rate of interest
C. Cost of carry
A. Volatility of the underlying
B. Risk-free rate of interest
C. Cost of carry
Correct Answer: A
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