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SIE: Options
SIE practice questionmediumTime value

If an option is deep in the money and close to expiration, its premium will consist primarily of which?

  1. AInterest rate value
  2. BTime value
  3. CPar value
  4. DIntrinsic value✓ Correct answer
Explanation

Why DIntrinsic value

Deep-in-the-money options near expiration are almost all intrinsic value; little time value remains.

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