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2 . Derivatives and Risk Management: Call Option Which of the following factors will not increase the value of a call option? The current price

2. Derivatives and Risk Management: Call Option
Which of the following factors will not increase the value of a call option?
The current price of the stock increases.
The risk-free rate increases.
The exercise, or strike, price increases.
The time until the option expires increases.
The variance of the rate of return on the stock increases.

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