Section I Multiple-Choice Questions Question 1 (4 points) Please select ALL CORRECT statements from the following. You n

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Section I Multiple Choice Questions Question 1 4 Points Please Select All Correct Statements From The Following You N 1 (44.73 KiB) Viewed 56 times

Section I Multiple-Choice Questions Question 1 (4 points) Please select ALL CORRECT statements from the following. You need to select ALL and ONLY COR- RECT statements to get points. No partial credit is given. A. For put-call parity to be held, the call option and the put option must be on the same underlying stock, but can be different in strike prices and/or expiration date. B. Everything else equal, the longer the term to maturity is, the higher the European options prices are. C. Put-call parity holds only for European options. D. In some cases, it may be optimal to early exercise the American calls.