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Which of the following statements is NOT correct? if there are TWO identical call options, but one: a) has a longer time to maturity, it
Which of the following statements is NOT correct? if there are TWO identical call options, but one:
a) has a longer time to maturity, it will have a higher price.
b) Has a lower strike, it will have a higher price.
c) Has an underlying asset with a higher volatility of returns, then the option will have a higher price.
d) Has an underlying asset with a higher price, then the option will have a higher price.
e) Has a lower price, then it should be sold
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