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URGENT please! A.) If we are valuing options on an asset via MC simulation, and the drift term in asset prices goes higher, a put
URGENT please!
A.) If we are valuing options on an asset via MC simulation, and the "drift" term in asset prices goes higher, a put option's price on the asset will __________.
Group of answer choices
be unaffected.
go higher.
go lower.
None of the above.
B. ) If we are valuing options on an asset via MC simulation, and the "drift" term in asset prices goes higher, a call option's price on the asset will __________.
Group of answer choices
be unaffected.
go higher.
go lower.
None of the above.
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