Match the following.
| List-I | List-II |
| a. Increase in Volatlity | 1. Rise in option premium |
| b. Increase in interest rate | 2. Fall in value of put option |
| c. Increase in price of underlying asset | 3. Rise in price of call option |
A. a-1, b-3, c-2
B. a-1, b-2, c-3
C. a-3, b-1, c-2
D. a-2, b-1, c-3
Answer: Option B
This Question Belongs to Management >> International Finance And Treasury
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