Question: Which one of the following will decrease the value of an American call option? a. A decrease in the value of the underlying security b.

Which one of the following will decrease the value of an American call option?

a. A decrease in the value of the underlying security

b. A decrease in the exercise price

c. An increase in the time to expiration

d. An increase in the risk-free rate

e. An increase in the price volatility of the underlying asset

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