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    Derivatives and Risk Management
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    Exam 5: Option Pricing Models: The Black-Scholes-Merton Model
  5. Question
    The Black-Scholes-Merton Model Assumes That the Underlying Company Never Goes
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The Black-Scholes-Merton Model Assumes That the Underlying Company Never Goes

Question 23

Question 23

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The Black-Scholes-Merton model assumes that the underlying company never goes bankrupt.

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