Chapter 07 · Section 7.1
Short Strangle Question 4
An increase in volatility will:
e) decrease the value of a long strangle and decrease your return.
No.
a) decrease the value of a long strangle and increase your return.
b) have no effect on the value of a long strangle.
c) increase the value of a long strangle and increase your return.
d) increase the value of a long strangle and decrease your return.