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Holding all else the same, the premium of a call option on common stock would decrease if: I. The price of the underlying stock increases.
Holding all else the same, the premium of a call option on common stock would decrease if: I. The price of the underlying stock increases. II. The volatility of the underlying stock increases. III. The time to expiration decreases.
a. | I and II only | |
b. | I only | |
c. | III only | |
d. | I and III only | |
e. | I, II, and III |
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