Question: Which statement is FALSE about the VIX option? A The VIX option is traded on the Cboe B VIX values are based on the implied

Which statement is FALSE about the VIX option?
A The VIX option is traded on the Cboe
B VIX values are based on the implied volatility of the Standard and Poor's 500 Index
VIX valuation moves in parallel with movements of the Standard and Poor's 500 Index
Exercise settlement of the VIX is European style
Which statement is FALSE about the VIX option? A

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