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The Garman Kohlhagen (1983)model May Be Used to Price an European-Type

Question 39

Multiple Choice

The Garman Kohlhagen (1983) model may be used to price an European-type option where:


A) the exchange rate is assumed normally distributed
B) foreign and domestic interest rates are assumed known at all maturities
C) foreign and domestic interest rates are non-stochastic at all maturities
D) all of these options

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