Question: Which of the following would unambiguously decrease the value of an American put option? I. The exercise price is increased II. The value of the

Which of the following would unambiguously decrease the value of an American put option? I. The exercise price is increased II. The value of the underlying asset increases III. Market interest rates decrease IV. The variance of the underlying asset decreases

Select one:

a. I and II only

b. I and III only

c. II and III only

d. II and IV only

e. I and IV only

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