Which one of the following will increase the value of a call option? a. An increase in

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Which one of the following will increase the value of a call option?

a. An increase in interest rates

b. A decrease in time to expiration of the call

c. A decrease in the volatility of the underlying stock

d. A decrease in the price of the underlying stock.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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