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Which of the following statements is FALSE? Select one: a. Call option prices rise as time to maturity rises b. Put option prices rise as

Which of the following statements is FALSE?

Select one:

a. Call option prices rise as time to maturity rises

b. Put option prices rise as the strike price rises

c. Call options prices are increasing in the underlying price whereas put option prices are decreasing in the underlying price

d. Call options prices are increasing in underlying volatility whereas put option prices are decreasing in underlying volatility

Could you please explain why the correct answer is D, thank you.

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