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On December 9, 2022 at 3:59pm, the CBOE's option calculator for NVDA stock showed the information in the Table. Based on this information, please mark

image text in transcribed On December 9, 2022 at 3:59pm, the CBOE's option calculator for NVDA stock showed the information in the Table. Based on this information, please mark the only INCORRECT statement about the sensitivity of the PREMIUM of NVDA's CALL option . The CALL expires March 31, 2023 a. All else equal, if the volatility of TSLA stock rises to 70%, then the premium of the CALL will be higher than $21.047 b. All else equal, if we INCREASE the strike price of the CALL to $180, then the premium of the CALL will be lower than $21.047 c. All else equal, if we REDUCE the strike price of the CALL to $160, then the premium of the CALL will be $10 higher than if the strike is $170 d. All else equal, if we extend the expiration the of the CALL to June 2023 then the premium of the CALL will be higher than $21.047

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