Quiz Ch 21 – Impact of Increased Volatility on Put and Call Option Values

Principles of Corporate Finance

Brealey, Myers, and Allen

13th Edition

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What happens to the value of put and call options when the volatility (variance) of the underlying stock rises considering things are constant?

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  • Search Terms: a) (variance) a all and both call decrease. decreases decreases. b) else equal, if increase. d) increases increases, increases. c) of option put stock that the the then underlying value volatility
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