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please help The price of a call option on a stock with strike price $60 and maturity 6 months has suddenly increased from $5 to

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The price of a call option on a stock with strike price $60 and maturity 6 months has suddenly increased from $5 to $8, even though the stock price and risk-free rate have not changed. If the B-S-M model is correct, then: The volatility of the underlying stock has increased. The volatility of the stock has not changed. The volatility of the underlying stock has decreased

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