[单选题]

A European stock index call option has a strike price of $1160 and a time to expiration of 0.25 years. Given a risk-free rate of 4%, if the underlying index is trading at $1200 and has a multiplier of 1, then the lower bound for the option price is closest to:

A.$28.29

B.$40.00

C.$51.3294.

参考答案与解析:

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