Question: Multiple-choice answers. 1. If a call option is just barely in the money, the owner of the option would want: (a) Low volatility, low time

 Multiple-choice answers. 1. If a call option is just barely in

Multiple-choice answers. 1. If a call option is just barely in the money, the owner of the option would want: (a) Low volatility, low time to expiration (b) Low volatility, high time to expiration (c) High volatility, low time to expiration (d) High volatility, high time to expiration

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