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    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    When the Risk-Free Rate Is Zero,the Black-Scholes Formula Converges to the Intrinsic
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When the Risk-Free Rate Is Zero,the Black-Scholes Formula Converges to the Intrinsic

Question 52

Question 52

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When the risk-free rate is zero,the Black-Scholes formula converges to the intrinsic value.

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