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Question 7 4 pts = Consider two European call options of different underlying assets, A and B. These options have different maturity of TA =

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Question 7 4 pts = Consider two European call options of different underlying assets, A and B. These options have different maturity of TA = 3 and TB = 5. They have the same strike price and are traded at the same price today. If the underlying assets (A and B) have the same spot price today, which one of the following is correct regarding the volatility of A and B? Asset A is more volatile than asset B Asset B is more volatile than asset A Asset A is as volatile as asset B Cannot determine by the provided information None of the answers are correct

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