Consider a Black-Scholes Setting

Consider a Black-Scholes setting.When a call option is deep in-the-money,an increase in volatility results in,ceteris paribus,

A) A decrease in the delta of the option.
B) A decrease in the insurance value of the option.
C) An increase in the intrinsic value of the option.
D) An increase in the time value of the option.

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