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Which one of the following situations will produce the highest put price, all else constant? Assume the options are all in-the-money. Select one: a. $30
Which one of the following situations will produce the highest put price, all else constant? Assume the options are all in-the-money.
Select one:
a. $30 stock price; 20 percent standard deviation
b. $30 stock price; 25 percent standard deviation
c. $35 stock price; 20 percent standard deviation
d. $35 stock price; 25 percent standard deviation
e. Insufficient information is provided to answer this question.
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