The Black-Scholes Option Pricing Model Is Dependent on Which Five

Multiple Choice

The Black-Scholes option pricing model is dependent on which five parameters?

A) Stock price,exercise price,risk-free rate,probability of occurrence,and time to expiration
B) Stock price,risk-free rate,probability of occurrence,time to maturity,and variance of the underlying asset
C) Stock price,risk-free rate,probability of occurrence,variance of the underlying asset,and exercise price
D) Stock price,exercise price,risk-free rate,variance of the underlying asset,and time to expiration
E) Exercise price,probability of occurrence,stock price,variance of the underlying asset,and time to expiration