In the Black-Scholes Model, as the Stock's Price Increases, the Values

question 22

Multiple Choice

In the Black-Scholes model, as the stock's price increases, the values of N(d₁) and N(d₂) will ________ for a call and ________ for a put option.

• A) increase; decrease
• B) increase; increase
• C) decrease; increase
• D) decrease; decrease

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