Which of the following is NOT one of the four fundamental factors that determine an option's value?

Name: Which of the following is NOT one of the four fundamental factors that determine an option's value?
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Question

Quizplus · Accepted Answer

The four fundamental factors that determine an option's value are the option's exercise price, the share price, the option's time to expiry, and the expected volatility in the share price. The expected rate of return on the underlying share is not a factor that directly affects an option's value.

Which of the Following Is NOT One of the Four