Select the Most Accurate Alternative

Select the most accurate alternative.The theta of an in-the-money cash-or-nothing call option is

A) Positive,as is the case for any call.
B) Positive,because payoffs are the same once you are in-the-money and more time to maturity only increases the possibility of moving out of the money.
C) Negative,because payoffs are the same once you are in-the-money and more time to maturity only increases the possibility of moving out of the money.
D) Negative,as is the case for any call.

Correct Answer:

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