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The value of a European call option on an asset with no cash flows is positively related to all of the following, EXCEPT: A. exercise
The value of a European call option on an asset with no cash flows is positively related to all of the following, EXCEPT:
A. | exercise price. | |
B. | risk-free rate. | |
C. | return volatility of the underlying. | |
D. | time to exercise. |
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