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e. at-the-money Assume the strike price increases. How will the values of the options respond to this change? I. call value decreases II. call value

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e. at-the-money Assume the strike price increases. How will the values of the options respond to this change? I. call value decreases II. call value increases III. put value decreases IV. put value increases a. I and III only b. 1 and IV only c. II and Ill only d. Il and IV only e. I only 4. s. Which of the following statement regarding to the put-call parity is incorrest? C.SO + P-PV(X) a. Vi

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