Question: All else being equal, a call option on a stock with a lot of firm specific risk is worth less than one on a stock

All else being equal, a call option on a stock with

All else being equal, a call option on a stock with a lot of firm specific risk is worth less than one on a stock with little firm-specific risk. ( Assume the betas of the stocks are equal and constant!) Provide reason/s to justify your answer. True False

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