问题如下:
Does it become more likely that a put option will be exercised before maturity when (a) the interest rate increases and (b) the stock price increases?
选项:
解释:
(a) When interest rates increase, the put option will be more likely to be exercised before maturity because the value of investing the profit at the risk-free rate after selling the stock at the strike price is increased. (b) When the stock price increases, the put option will be less likely to be exercised because the payoff from doing so will be smaller.
请问,这道题目怎样用六个因素与价格正负相关的章节的内容来解释,Rf和S不都是与put options负相关吗?为何结果不同。