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Which of the following affect the value of a call option? I. strike price II. time to maturity III. standard deviation of the returns on

Which of the following affect the value of a call option? I. strike price II. time to maturity III. standard deviation of the returns on a risk-free asset IV. risk-free rate

I and III only

II and IV only

I, II, and IV only

II, III, and IV only

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