Which of the Following Is True for European Call and Put

question 15

Multiple Choice

Which of the following is true for European call and put options?

• A) If they have the same strike price, they have the same implied volatility
• B) If they have the same time to maturity, they have the same implied volatility
• C) If they have the same strike price and time to maturity, they have the same implied volatility
• D) None of the above

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