Multiple Choice
The Black-Scholes option pricing model employs which five parameters?
A) Stock price, exercise price, risk-free rate, beta, and time to maturity
B) Stock price, risk-free rate, beta, time to maturity, and variance
C) Stock price, risk-free rate, probability of bankruptcy, variance, and exercise price
D) Stock price, exercise price, risk-free rate, variance, and time to maturity
Correct Answer:
Verified
Correct Answer:
Verified
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