问题
单项选择题
What is the most likely effect of an increase in volatility on the price of a: Call option Put option ①A. Decrease Increase ②B. Decrease Decrease ③C. Increase Increase
A．
| A. ① |
B．
| B. ② |
C．
| C. ③ |
答案
参考答案：C
解析：Higher volatility increases call and put option prices because it increases both the possible upside and downside values of the underlying.