Question: Compare the following two put options, written on the same stock: Call T S K Implied Volatility Dividend Yield A 1 50 50 40% 0

Compare the following two put options, written on the same stock:

Call T S K Implied Volatility Dividend Yield
A 1 50 50 40% 0
B 2 50 50 40% 0

Which option will have the greater increase in price if implied volatility increases to 45%? Explain briefly

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