Which one of the following situations will produce the highest put price,all else constant? Assume the options are all in-the-money.
A) $30 stock price; 20 percent standard deviation
B) $30 stock price; 25 percent standard deviation
C) $35 stock price; 20 percent standard deviation
D) $35 stock price; 25 percent standard deviation
E) Insufficient information is provided to answer this question.

Question

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The Answer of Which one of the following situations will produce the highest put price,all else constant? Assume the options are all in-the-money.
A) $30 stock price; 20 percent standard deviation
B) $30 stock price; 25 percent standard deviation
C) $35 stock price; 20 percent standard deviation
D) $35 stock price; 25 percent standard deviation
E) Insufficient information is provided to answer this question.

Which One of the Following Situations Will Produce the Highest