AdvancedMultiple choice

You price by Monte Carlo using antithetic pairs whose payoffs correlate at $-0.5$ . Against independent sampling with the same number of paths, what happens to the variance of the estimate?

AIt halves
BIt falls by a quarter
CIt is unchanged, since the number of paths is the same
DIt doubles, because the pairs are dependent

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You price by Monte Carlo using antithetic pairs whose payoffs correlate at −0.5-0.5−0.5. Against independent sampling with the same number of paths, what happens to the variance of the estimate?

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You price by Monte Carlo using antithetic pairs whose payoffs correlate at $-0.5$ . Against independent sampling with the same number of paths, what happens to the variance of the estimate?