The value of a call option does not increases with <u>time to maturity</u>. The Option B is correct.
<u></u>
<h3>What Is a Call Option?</h3>
Basically, a call options refers to a financial contracts that give the option buyer the right, but not an obligation to buy a stock, bond, commodity, or other asset or instrument at a specified price within a specific time period.
Investment such as stock, bond or even commodity is called the underlying asset. A call buyer will profits when the underlying asset increases in price. In this context, the value of a call option increases with the stock price, volatility and dividend yield.
Missing options "A. stock price B. time to maturity C. volatility D. dividend yield
Read more about Call Option
brainly.com/question/24113109
#SPJ1