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We have two one year European put options. One option is written on stock A. The other option is written on stock B. Both options
We have two one year European put options. One option is written on stock A. The other option is written on stock B. Both options have same strike price and same option premium. Both stocks pay no dividends. Stock A has a higher volatility than stock B. Which stock has a higher price currently? Please explain. No calculation needed.
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