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Which of the Following Is True for European Call and Put

Question 15

Multiple Choice

Which of the following is true for European call and put options?


A) If they have the same strike price, they have the same implied volatility
B) If they have the same time to maturity, they have the same implied volatility
C) If they have the same strike price and time to maturity, they have the same implied volatility
D) None of the above

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