Question
If volatility () of the underlying stock return increases: (A) Both Put option price and Call option price increase (B) Call option price decreases and
If volatility () of the underlying stock return increases:
(A) Both Put option price and Call option price increase
(B) Call option price decreases and Put option price increases
(C) Put option price decreases and Call option price increases
(D) Both Put option price and Call option price decrease
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Bond Markets Analysis And Strategies
Authors: Frank J. Fabozzi, Francesco A. Fabozzi
10th Edition
026204627X, 978-0253337535
