Question: A longer time to maturity will unambiguously increase the value of a call option because: I. The longer maturity time reduces the effect of a

A longer time to maturity will unambiguously increase the value of a call option because: I. The longer maturity time reduces the effect of a dividend on call price. II. With a longer time to maturity the present value of the exercise price falls. III. With a longer time to maturity the range of possible stock prices at expiration increases.

I and II only

I, II, and III

II and III only

I only

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