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

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

All else being equal, is a call option on a stock with a lot of firm specific worth more than one on a stock with little firm-specific risk? The betas of the stocks are equal. Use the elements of the Black Scholes model and of one other model/concept that we developed to structure your

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