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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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