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You Anticipate That Volatility Will Increase Sharply and the Stock

Question 3

Multiple Choice

You anticipate that volatility will increase sharply and the stock price will fall.Select the most profitable of the following portfolios to hold,given your views:


A) Long stock and long calls.
B) Short stock and long puts.
C) Long calls and short puts.
D) Short stock and short calls.

Correct Answer:

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