Assume S = $66, K = 65, div = 0, r = 0.04, σ= 0.25, and 60 days until expiration. What is the premium on a knock-out call option with a down-and-out barrier of $60?
A.
$2.40
B.
$2.70
C.
$3.00
D.
$3.30
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【单选题】The key to effective cross-cultural communication is ________.