Question: When volatility decreases with all else remaining the same, which of the following is true? Group of answer choices A. Both calls and puts decrease

When volatility decreases with all else remaining the same, which of the following is true?

Group of answer choices

A. Both calls and puts decrease in value

B. Both calls and puts increase in value

C. Calls increase in value while puts decrease in value

D. Puts increase in value while calls decrease in value

E. Call and put prices are unchanged.

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