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    Derivatives and Risk Management Study Set 2
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    Exam 4: Option Pricing Models: the Binomial Model
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    All of the Following Are Variables Used to Determine a Call
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All of the Following Are Variables Used to Determine a Call

Question 3

Question 3

Multiple Choice

All of the following are variables used to determine a call option's price except


A) the risk-free rate
B) the probability of stock price movement
C) the exercise price
D) the possible future stock prices at expiration
E) none of the above

Correct Answer:

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