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Chartered Financial Analyst
Q47. What is most likely effect of an increase in volatility on the price of a:
Call option?
Put option?
A
Increase
B
Decrease
C
D
[此贴子已经被作者于2007-10-29 20:00:38编辑过]
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答案和详解如下:
Q47. A. Study Session. 17-76-1
Higher Volatility increases call and put option prices because it increases both the possible upside and downside values of the underlying.
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