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Because of concerns about a strange virus spreading around the world, the volatility of the market is expected to increase. All else equal, the Black

Because of concerns about a strange virus spreading around the world, the volatility of the market is expected to increase. All else equal, the Black Scholes Option Pricing Model predicts that the price of a call option on the market will:

A. Go up

B. Go down

C. Stay the same

D. It is unclear because the Black-Scholes model only considers the risk-free rate

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