Question: When volatility increases with all else remaining the same, which of the following is true? a. Both calls and puts decrease in value b. Calls

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

a. Both calls and puts decrease in value

b. Calls increase in value while puts decrease in value

c. Both calls and puts increase in value

d. Puts increase in value while calls decrease in value

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