Question
23.All other factors being equal, the ____ the expected volatility (as measured by the ____) of the price of the underlying asset, the ____ an
23.All other factors being equal, the ____ the expected volatility (as measured by the ____) of the price of the underlying asset, the ____ an investor are willing to pay for the option, and the ____ an option writer demand for it.
_____
A)More; variance; more; less
B)Lower; beta; less; more
C)Lower; standard deviation; less; less
D)More; beta; more; more
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Financial Markets and Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakins
5th edition
321280299, 321280296, 978-0321280299
