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    Derivatives and Risk Management Study Set 2
  4. Exam
    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    The Black-Scholes-Merton Option Price Is Relatively Insensitive to Changes in the Risk-Free
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The Black-Scholes-Merton Option Price Is Relatively Insensitive to Changes in the Risk-Free

Question 9

Question 9

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The Black-Scholes-Merton option price is relatively insensitive to changes in the risk-free rate.

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