Question
Would you expect a $1 increase in a call option's exercise price to lead to a decrease in the option's value of more or less
Would you expect a $1 increase in a call option's exercise price to lead to a decrease in the option's value of more or less than $1?
The option's value will decrease by less than $1.
The option's value will decrease by more than $1.
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Derivatives And Internal Models
Authors: H. Deutsch
4th Edition
1349307661, 9781349307661
