If the Volatility of the Underlying Asset Decreases, Then the

question 61

Multiple Choice

If the volatility of the underlying asset decreases, then the

• A)value of the put option will increase, but the value of the call option will decrease.
• B)value of the put option will decrease, but the value of the call option will increase.
• C)value of both the put and call option will increase.
• D)value of both the put and call option will decrease.

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