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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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