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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Definitions:

Fruit-Eating Bats

Bats that primarily consume fruits or nectar from flowers, playing critical roles in ecosystem dynamics such as pollination and seed dispersal.

Ecotone

The transition zone where two communities meet and intergrade.

Transitional Zone

An area or region where two different habitats or ecological communities meet and integrate, often hosting a high diversity of species.

Communities Meet

An event or occurrence where different groups or populations come together, often used in the context of ecological or social gatherings.