Which of the Following Features Increase(s)the Value of a Call

question 11

Multiple Choice

Which of the following features increase(s) the value of a call option?
I.A high interest rate;
II.A long time to maturity;
III.A higher volatility of the underlying stock price

• A)I only
• B)II only
• C)III only
• D)I, II, and III

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