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For European Options, What of the Effect of an Increase

Question 82

Multiple Choice

For European options, what of the effect of an increase in St?


A) Decrease the value of calls and puts ceteris paribus
B) Increase the value of calls and puts ceteris paribus
C) Decrease the value of calls, increase the value of puts ceteris paribus
D) Increase the value of calls, decrease the value of puts ceteris paribus

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