Question 30 3 pts Assume an initial underlying stock price of $20, an exercise price of $20, a time to expiration of 3 months, a risk free rate of 12% and a underlying stock return variance of 16%. If the underlying stock return variance decreased to 14% and assuming other variables are held constant, the call option value would O increase remain the same decrease O indeterminate from the information given

Question 30 3 pts Assume an initial underlying stock price of $20, an exercise price of $20, a time to expiration of 3 months, a risk free rate of 12% and a underlying stock return variance of 16%. If the underlying stock return variance decreased to 14% and assuming other variables are held constant, the call option value would increase O remain the same decrease O indeterminate from the information given