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In the Black-Scholes Model N(d1) Represents the

Question 3

Multiple Choice

In the Black-Scholes model N(d1) represents the


A) hedge ratio.
B) partial derivative of the call's value with respect to the stock price.
C) change in the option's value given a one dollar change in the underlying security's price.
D) Option's delta.
E) all of the above.

Correct Answer:

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