Explain why both put and call options are worth more if the stock return standard deviation is

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Explain why both put and call options are worth more if the stock return standard deviation is higher but put and call options are affected oppositely by the stock price.

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Intermediate Financial Management

ISBN: 9781337395083

13th Edition

Authors: Eugene F. Brigham, Phillip R. Daves

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Question Posted: Mar 10, 2024 12:00 AM

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Explain why both put and call options are worth more if the stock return standard deviation is

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Intermediate Financial Management

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