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Compare the following two call options, written on the same stock: call t s x volatility dividend yield a .50 50 50 20% 0 b

Compare the following two call options, written on the same stock:

call t s x volatility dividend yield
a .50 50 50 20%

0

b .25 50 50 20% 0

Which option has the higher absolute value of theta? Explain briefly.

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