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Will the value of a call option be larger or smaller, all else the same, if: a. The volatility of the underlying asset is higher.
Will the value of a call option be larger or smaller, all else the same, if:
a. The volatility of the underlying asset is higher.
b. The option has 3 months rather than 6 months to expiration.
c. The exercise price was $15 rather than $10.
d. The stock price falls to $10 from $12.
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