Examveda
Examveda

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

D. option model

Answer: Option C

Solution(By Examveda Team)

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.

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