Question: A $1 increase in a call option's exercise price leads to a decrease in the option's value of less than $1 if the call option

A $1 increase in a call option's exercise price leads to

A $1 increase in a call option's exercise price leads to a decrease in the option's value of less than $1 if the call option is not deep in the money. Provide reason/s in the working sheet. True False

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