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  3. Study Set
    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    One of the Inputs to the Black-Scholes-Merton Model Is the Volatility
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One of the Inputs to the Black-Scholes-Merton Model Is the Volatility

Question 35

Question 35

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One of the inputs to the Black-Scholes-Merton model is the volatility over a recent time period.

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