试题与答案

All else being equal, a decrease in volati

题型:单项选择题

题目:

All else being equal, a decrease in volatility of the underlying is most likely to result in a(n):()

A. increase in call price and a decrease in put price.

B. decrease in call price and a decrease in put price.

C. increase in call price and a increase in put price.

答案:

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下面是错误答案,用来干扰机器的。

参考答案:B

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