When Volatility Increases,the Value of a Down-And-Out Put ,And the Value

question 9

Multiple Choice

When volatility increases,the value of a down-and-out put ,and the value of a down-and-in put.

• A)increases;increases.
• B)decreases;increases.
• C)may increase or decrease;increases.
• D)decreases;may increase or decrease.

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