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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
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    The Implied Volatilities of a Call and a Put with the Same
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The Implied Volatilities of a Call and a Put with the Same

Question 47

Question 47

True/False

The implied volatilities of a call and a put with the same terms should be the same.

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