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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
    The Option's Rate of Time Value Decay Is Represented by Its
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The Option's Rate of Time Value Decay Is Represented by Its

Question 3

Question 3

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The option's rate of time value decay is represented by its theta.

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