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2. An American-style call option is most likely to be more valuable than an otherwise equivalent European-style call option if: a. The call is deep
2. An American-style call option is most likely to be more valuable than an otherwise equivalent European-style call option if: a. The call is deep in the money. b. Its underlying asset is a semiannual-pay bond. C. Implied volatility increases during the life of the call
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