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  3. Study Set
    Derivatives and Risk Management Study Set 2
  4. Exam
    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    One of the Variables That Influences the Price of the Option
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One of the Variables That Influences the Price of the Option

Question 16

Question 16

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One of the variables that influences the price of the option is the expected return on the stock.

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