Question: A forward start at-the-money call option Select one: a.cannot be priced. b.is more expensive than the regular option with the same life as the forward
A forward start at-the-money call option Select one: a.cannot be priced. b.is more expensive than the regular option with the same life as the forward start option. c.is as valuable as the regular option with the same life as the forward start option. d.is as valuable as the regular option with the same life as the forward start option, provided the underlying asset does not pay dividends.
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