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    Derivatives and Risk Management Study Set 2
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    Exam 8: Principles of Pricing Forwards,futures and Options on Futures
  5. Question
    The Black Formula Prices an Option on an Instrument with a Positive
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The Black Formula Prices an Option on an Instrument with a Positive

Question 55

Question 55

True/False

The Black formula prices an option on an instrument with a positive cost of carry.

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