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How does a European put options value change in response to a decrease in the volatility of the returns of the underlying asset? A. stays
How does a European put options value change in response to a decrease in the volatility of the returns of the underlying asset?
| A. | stays the same. | |
| B. | increases. | |
| C. | decreases. |
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The Handbook Of Equity Derivatives
Authors: Jack Clark Francis, William W. Toy, J. Gregg Whittaker
1st Edition
0471326038, 978-0471326038
