The Standard Normal Random Variable Used in the Calculation of Cumulative

question 38

Multiple Choice

The standard normal random variable used in the calculation of cumulative normal probabilities within the Black-Scholes-Merton option pricing model is

• A)the lognormal distribution
• B)the d1 and d2 statistic
• C)the z statistic
• D)the f distribution
• E)none of the above

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