[单选题]

If the volatility of returns of an underlying security increases, then:

A.Both call and put option prices increase.

B.Both call and put option prices decrease.

C.Call prices increase and put prices decrease.

参考答案与解析:

相关试题

If interest rate volatility increases, which of the following bonds will experience a price decrease

[单选题]If interest rate volatility increases, which of the following bonds will ex

  • 查看答案
  • The return on a commodity index is likely to be different from returns on the underlying commodities

    [单选题]The return on a commodity index is likely to be different from returns on t

  • 查看答案
  • All other things being equal, a decrease in expected yield volatility most likely increases the pric

    [单选题]All other things being equal, a decrease in expected yield volatility most

  • 查看答案
  • Suppose inflation increases due to increases in government spending and a reduction in taxes. Such i

    [单选题]Suppose inflation increases due to increases in government spending and a r

  • 查看答案
  • The underlying technology that makes B£­

    [单选题]The underlying technology that makes B-ISDN is calledA.ATMB.Frame. relayC.SDMSD.X.25 Networks

  • 查看答案
  • The zero-volatility spread will be zero:

    [单选题]The zero-volatility spread will be zero:A.If the yield curve is flat.B.For

  • 查看答案
  • Charging-air pressure increases if there

    [单选题]Charging-air pressure increases if there is incorrect combustion and drop in the () of the diesel engine.A . machine efficiencyB . machinery efficiencyC . mechanical efficiencyD . mechanics efficiency

  • 查看答案
  • Exhaust temperature increases in all cyl

    [单选题]Exhaust temperature increases in all cylinders, the possible cause may be()(1) increased scavenging air temperature(2) air in fuel pumps and fuel valves(3) fouling of air and gas passagesA . (1)+(2)B . (1)+(3)C . (2)+(3)D . (1)+(2)+(3)

  • 查看答案
  • security patrol

    [单选题]security patrolA.巡视全船B.参观船C.保安巡逻D.消防巡逻

  • 查看答案
  • The variance of returns of Asset A is 625. The variance of returns of Asset B is 1,225. The covarian

    [单选题]The variance of returns of Asset A is 625. The variance of returns of Asset

  • 查看答案
  • If the volatility of returns of an underlying security increases, then: