Question
Assume the standard deviation of the returns on XYZ stock increases. This change will ________ the value of the call options and ________ the value
Assume the standard deviation of the returns on XYZ stock increases. This change will ________ the value of the call options and ________ the value of the put options on XYZ stock.
| increase; decrease | ||
| decrease; decrease | ||
| increase; increase | ||
| decrease; increase | ||
| not effect; not effect |
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Financial Accounting
Authors: Belverd E Needles, Marian Powers
10th Edition
0547193289, 9780547193281
