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    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    The Relationship Between the Option Price and the Exercise Price
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The Relationship Between the Option Price and the Exercise Price

Question 11

Question 11

Multiple Choice

The relationship between the option price and the exercise price is called


A) the gamma
B) the vega
C) the omega
D) the zeta
E) none of the above

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