Which of the Following Is True

question 9

Multiple Choice

Which of the following is true

• A)All option implied volatilities tend to move by the same about from one day to the next
• B)The implied volatilities of long-dated options tend to move by more than the implied volatilities of short-dated options
• C)The implied volatilities of short-dated options tend to move by more than the implied volatilities of long-dated options
• D)Sometimes C is true and sometimes D is true

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