16. Indicate whether you agree or disagree with the following statements. "To determine the theoretical value of an option, some measure of the volatility of the underlying asset is needed. Because financial theorists tell us that the appro- priate measure of risk is beta (i.e., systematic risk), then we should use this value." "It does not make sense that the price of a call option should rise in value if the price of the underlying asset falls a. b