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All else equal, a decrease in volatility should result in A . a decrease in the value of a call option and a put option.
All else equal, a decrease in volatility should result in
A a decrease in the value of a call option and a put option.
B a decrease in the value of a call and an increase in the value of a put option.
C an increase in the value of a call option and a put option.
D an increase in the value of a call and a decrease in the value of a put option.
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