NO.PZ2018062007000041
问题如下：
Which of following statements is most likely correct? Assume two options on the same underlying.
选项：
A.For two European call options with the same exercise price, the one with a longer time to maturity has lower value.
B.For two European call options with the same exercise price, the one with a longer time to maturity has higher value.
C.For two European call options with the same time to maturity, the one with a higher exercise price has higher value.
解释：
B is correct.
The value of European call option is positively correlated with time to maturity and negatively correlated with exercise price.
中文解析：
欧式看涨期权的价值与到期时间正相关，因此B对，A错
欧式看涨期权的价值与执行价格负相关，C错。
可以这么理解吗：期权价格=S-X，X越高，value越低，所以C错。
A 是X相同，到期日越长，time value越大，所以 value就越高。这么理解对吗？
