Which One of the Following Inputs Is Included in the Black-Scholes-Merton

question 14

Multiple Choice

Which one of the following inputs is included in the Black-Scholes-Merton model but not in the Black-Scholes model?

• A)stock price volatility
• B)time to option maturity
• C)risk-free interest rate
• D)underlying stock price
• E)dividend yield

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