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For European currency options written on euro with a strike price in dollars, what is the effect of an increase in r ? A) Decrease

For European currency options written on euro with a strike price in dollars, what is the effect of an increase in r?

A) Decrease the value of calls and puts ceteris paribus

B) Increase the value of calls and puts ceteris paribus

C) Decrease the value of calls, increase the value of puts ceteris paribus

D) Increase the value of calls, decrease the value of puts ceteris paribus

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