Which One of the Following Statements Is Correct Concerning In-The-Money

Multiple Choice

Which one of the following statements is correct concerning in-the-money option values?

A) The value of a put decreases as the exercise price increases.
B) The value of a put increases as the price of the underlying stock increases.
C) The value of a call decreases as the exercise price increases.
D) An increase in the underlying stock price decreases both the value of a put and a call.
E) The value of a call decreases as the price of the underlying stock increases.