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A stocks historical standard deviation is 15% annualized, computed over the last 60 days. How would the price of a call option of this stock
A stocks historical standard deviation is 15% annualized, computed over the last 60 days. How would the price of a call option of this stock expiring after the next 90 days change, if this historical standard deviation had been 20%, instead of 15%? The schedule and outlook for the important announcements of the company over the next two months have not changed
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