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Basic Question 9 of 11

Due to their asymmetric payoff profile, options are characterized by no-arbitrage price bounds. The lower bound is a function of the present value of the exercise price and the underlying price, while the upper bound is the ______ for a call and the ______ for a put.

A. underlying price, exercise price
B. exercise price, underlying price
C. exercise price, option price

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Learning Outcome Statements

contrast the use of arbitrage and replication concepts in pricing forward commitments and contingent claims

CFA® 2024 Level I Curriculum, Volume 5, Module 8.