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For a change in which of the following inputs into the Black-Scholes-Merton option pricing model will the direction of the change in a puts value

For a change in which of the following inputs into the Black-Scholes-Merton option pricing model will the direction of the change in a puts value and the direction of the change in a calls value be the same?

A.

underlying stock price.

B.

Exercise price.

C.

Volatility.

D.

Risk-free rate.

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