For a 150pound call option with an initial premium of


For a ?$1.50/£ call option with an initial premium of ?$0.033/£ and a lambda of? 0.4, after an increase in annual volatility of 1 percent point - for example from? 10% to? 11% - the new option premium would? be:

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Financial Management: For a 150pound call option with an initial premium of
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