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Which of the following statements is correct? An increase in the underlying stock price will decrease the value of a call option . An increase

Which of the following statements is correct?

An increase in the underlying stock price will decrease the value of a call option

. An increase in the time to expiration will increase the value of a call, and decrease the value of a put.

The value of a put decreases as the exercise price increases.

The value of a call increases when the volatility of the price of the underlying stock decreases.

None of the above statements is correct.

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