Question 2: 30 Indicate whether the following statements are True or False: a) If time to maturity, is greater than time to maturity2 then American call option is less than American call option b) If volatility, is greater than volatilityz then European call option is greater than European call option2 c) Asian options are less valuable than European options d) Barrier options are less valuable than European options e) Strike Call Option Price 4 35 5 f) Strike Put Option Price 15 2 20 3 g) Strike Call Option Price 10 9 15 5 h) Strike Put Option Price 5 10 2.5 i) Strike Call Option Price 10 5 20 4 25 2 1) Strike Put Option Price 10 4 5 30 7 1 20 Question 2: 30 Indicate whether the following statements are True or False: a) If time to maturity, is greater than time to maturity2 then American call option is less than American call option b) If volatility, is greater than volatilityz then European call option is greater than European call option2 c) Asian options are less valuable than European options d) Barrier options are less valuable than European options e) Strike Call Option Price 4 35 5 f) Strike Put Option Price 15 2 20 3 g) Strike Call Option Price 10 9 15 5 h) Strike Put Option Price 5 10 2.5 i) Strike Call Option Price 10 5 20 4 25 2 1) Strike Put Option Price 10 4 5 30 7 1 20