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A decrease in the volatility of prices of the underlying asset will: A increase both put and call option premiums on the underlying asset. B
A decrease in the volatility of prices of the underlying asset will:
| A | increase both put and call option premiums on the underlying asset. |
| B | decrease both put and call option premiums on the underlying asset. |
| C | increase put option premiums and decrease call option premiums on the underlying asset. |
| D | decrease put option premiums and increase call option premiums on the underlying asset. |
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Managing Currency Options In Financial Institutions
Authors: Yat-Fai Lam, Kin-Keung Lai
1st Edition
1138778052, 978-1138778054
