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Which of the Inputs in the Black-Scholes Option Pricing Model

Question 81

Multiple Choice

Which of the inputs in the Black-Scholes option pricing model are directly observable?


A) The price of the underlying security
B) The risk-free rate of interest
C) The time to expiration
D) The variance of returns of the underlying asset return
E) The price of the underlying security, risk-free rate of interest, and time to expiration

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