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Basic Question 5 of 14
Higher volatility increases ______ option prices.
II. put
I. call
II. put
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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz
Learning Outcome Statements
identify the factors that determine the value of an option and describe how each factor affects the value of an option
CFA® 2024 Level I Curriculum, Volume 5, Module 8.