According to the Black-Scholes model, when the exercise price is increased, it results in a decrease in the value of a call option.

Name: According to the Black-Scholes model, when the exercise price is increased, it results in a decrease in the value of a call option.
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In the Black-Scholes model, the value of a call option is inversely related to the exercise price. As the exercise price increases, the likelihood of the option being in-the-money decreases, leading to a decrease in its value.

According to the Black-Scholes Model, When the Exercise Price Is