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The effect of an increase in volatility on European put will lead to a/an _____________ in premium and the effect of a decrease in spot

The effect of an increase in volatility on European put will lead to a/an _____________ in premium and the effect of a decrease in spot price on European call will lead to a/an ______________ in premium.

a.

decrease; increase

b.

decrease; decrease

c.

increase; increase

d.

increase; decrease

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