Question: The Black-Scholes model suggests that, assuming all else equal, if the time to expiration is longer: a. The value of a call option is higher

The Black-Scholes model suggests that, assuming all else equal, if the time to expiration is longer:

a. The value of a call option is higher

b. The value of a put option is lower

c. The values of calls are higher but the values of puts are lower

d. Time is not a component of the Black-Scholes model

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