Q619
Yield on Treasury bill with a maturity is classified as a risk free rate but must be equal to an
A.
option closing price
B.
option beginning price
C.
option expiration
AnswerD.
option model
Answer: Option C
Solution
Answer: Option C
Solution:
Yield on Treasury bill with a maturity is classified as a risk free rate but must be equal to an option expiration. An expiration date in derivatives is the last day that a derivative, such as options or futures, is valid.