Which of the following is true? When the volatility decreases, A. the values of European calls decrease.
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Question:
Which of the following is true? When the volatility decreases,
A. | the values of European calls decrease. | |
B. | the value of a call option decreases, whereas the value of a put option increases. | |
C. | the value of a call option increases, whereas the value of a put option decreases. | |
D. | the values of American calls increase. |
Related Book For
Financial Statement Analysis
ISBN: 978-0078110962
11th edition
Authors: K. R. Subramanyam, John Wild
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