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Which of the following is TRUE for an option's price? An option's price is: A. a decreasing function of the underlying asset's volatility. B. unaffected by changes in the underlying asset's volatility. C. an increasing function of the underlying asset's volatility. D. a decreasing function of the underlying asset's volatility when it has a long time remaining until expiration and an increasing function of its volatility if the option is close to expiration. |