In the Black-Scholes option valuation formula, an increase in a stock's volatility: a. increases the associated call

In the Black-Scholes option valuation formula, an increase in a stock's volatility:

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a. increases the associated call option value b. C. d. decreases the associated put option value increases or decreases the option value, depending on the level of interest rates does not change either the put or call option value because put-call parity holds