The premium of a call option ie the upfront price that the


The premium of a call option (i.e. the upfront price that the long position must pay to the short position) increases as:

The volatility of the underlying asset's price decreases, the time to maturity of the option decreases, and the strike price of the option increases.

The volatility of the underlying asset's price decreases, the time to maturity of the option increases, and the strike price of the option increases.

The volatility of the underlying asset's price increases, the time to maturity of the option decreases, and the strike price of the option decreases.

The volatility of the underlying asset's price increases, the time to maturity of the option increases, and the strike price of the option decreases.

The volatility of the underlying asset's price increases, the time to maturity of the option increases, and the strike price of the option increases.

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Financial Management: The premium of a call option ie the upfront price that the
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