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20. You write an at-the-money covered call option expiring in one year with a theta of -1.0. Three months later, both the underlying stocks price
20. You write an at-the-money covered call option expiring in one year with a theta of -1.0. Three months later, both the underlying stocks price and the option's implied volatility are the same. What is the percent change in the option's premium during the elapsed time? A) +50% B) +25% C) 0% D) -25% E) -50%
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