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Management · Q789

International Finance and Treasury

Graduate and Post Graduate · Management · question 789

Q789

Match the following. List-I List-II a. Increase in Volatlity 1. Rise in option premium b. Increase in interest rate 2. Fall in value of put option c. Increase in price of underlying asset 3. Rise in price of call option

Match the following.
List-I List-II
a. Increase in Volatlity 1. Rise in option premium
b. Increase in interest rate 2. Fall in value of put option
c. Increase in price of underlying asset 3. Rise in price of call option
A.
a-1, b-3, c-2
B.
a-1, b-2, c-3
Answer
C.
a-3, b-1, c-2
D.
a-2, b-1, c-3

Answer: Option B

Solution

Answer: Option B
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