Multiple Choice
In the Black-Scholes option pricing model,an increase in time to expiration (T) will cause
A) An increase in call value and an increase in put value
B) An increase in call value and a decrease in put value
C) A decrease in call value and an increase in put value
D) A decrease in call value and a decrease in put value
E) An increase in call value and an increase or decrease in put value
Correct Answer:

Verified
Correct Answer:
Verified
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