A decrease in the standard deviation of the return on the stock will increase the value of a call option.

Name: A decrease in the standard deviation of the return on the stock will increase the value of a call option.
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A decrease in the standard deviation (volatility) of the return on a stock typically decreases the value of a call option, as options are more valuable with higher volatility due to the greater potential for the stock to move above the strike price.

A Decrease in the Standard Deviation of the Return on the Stock