The Black-Scholes OPM Is Dependent on Which Five Parameters

question 2

Multiple Choice

The Black-Scholes OPM is dependent on which five parameters?

• A) Stock price, exercise price, risk free rate, probability, and time to maturity.
• B) Stock price, risk free rate, probability, time to maturity, and variance.
• C) Stock price, risk free rate, probability, variance and exercise price.
• D) Stock price, exercise price, risk free rate, variance and time to maturity.
• E) Exercise price, probability, stock price, variance and time to maturity.

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