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the value of a European call decreases when: I. the divident paid by the underlying stock increases II. the stock price increases III. the risk-free

the value of a European call decreases when:

I. the divident paid by the underlying stock increases

II. the stock price increases

III. the risk-free rate of return increases

IV. the volatility of the price of the underlying stock increases

a. only I is correct

b. both I and IV are correct

c. both II and IV are correct

d. both I and III are correct

e. both II and III are correct

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