22.15 a. If the risk of a stock increases, what is likely to happen to the prices...

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22.15

a. If the risk of a stock increases, what is likely to happen to the prices of call options on the stock? Why?

b. If the risk of a stock increases, what is likely to happen to the price of put options on the stock? Why?

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Corporate Finance

ISBN: 9780071229036

6th International Edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

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