Can someone please help with the below question:
An investor purchases a 3- Month European put option on LS/SC common stock with a strike price of 7.56. The discrete random variable of P is defined as the value of the put option at expiration. The set of all possible outcomes for P is described as having:
A) 756 possible values
B) 757 possible values
C) infinitely possible values.
I did not understand why the correct answer is B