Call options with strikes of $30, $35, and $40 have option premiums of $1.50, $1.70, and $2.00, ...

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Call options with strikes of $30, $35, and $40 have option premiums of $1.50, $1.70, and $2.00, ...

Call options with strikes of $30, $35, and $40 have option premiums of $1.50, $1.70, and $2.00, respectively. Using strike price convexity, which option premium, if any, is not possible?
A) C (30)
B) C (35)
C) C (40)
D) All are possible

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Derivatives Markets

Edition: 3^rd

Author: McDonald

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elf_fu Author

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Thank you phuongha2892

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