As the volatility of a share's price increases,the value of call options ________ and the value of put options ________.

Question

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As the volatility of a share's price increases, the value of call options increases because the higher volatility means that the stock price is more likely to rise, which would benefit the holder of a call option. The value of put options also increases because the higher volatility means that the stock price is more likely to fall, which would benefit the holder of a put option.

As the Volatility of a Share's Price Increases,the Value of Call