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For European options, what is the effect of an increase in the spot rate? Group of answer choices a. Decrease the value of calls and

For European options, what is the effect of an increase in the spot rate?

Group of answer choices

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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