Question: Identify the one false statement about a currency options : ( A ) Currency options represent an arbitrage opportunity if the premium is zero .

Identify the one false statement about a currency options :
(A) Currency options represent an arbitrage opportunity if the premium is
zero .
(B) In efficient market, the premium of an option must be positive .
(C) The option premium can never be negative .
(D) Option payoffs are not symmetric
(E) Combining a short put and a long call replicates the payoff of a
forward sale .

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