Question: All else equal, a decrease in volatility should result in A . a decrease in the value of a call option and a put option.

All else equal, a decrease in volatility should result in
A. a decrease in the value of a call option and a put option.
B. a decrease in the value of a call and an increase in the value of a put option.
C. an increase in the value of a call option and a put option.
D. an increase in the value of a call and a decrease in the value of a put option.
 All else equal, a decrease in volatility should result in A.

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