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Which of the following statement is NOT correct? Higher underlying asset volatility leads to higher call option price under the Black-Scholes formula is because there
Which of the following statement is NOT correct?
Higher underlying asset volatility leads to higher call option price under the Black-Scholes formula is because there is greater need to hedge for more volatile assets
An in the money call option has strike price higher than the underlying asset price
Time to maturity affect option price according to Black-Scholes formula
Out of the money options should not be exercised
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