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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