Which of the Following Is Not Used in the Black-Scholes

question 56

Multiple Choice

Which of the following is not used in the Black-Scholes option pricing formula?

• A) stock price
• B) dividend yield
• C) strike price
• D) risk-free rate

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Definitions:

Haploid

Describes a cell or organism that contains a single set of chromosomes, typical of gametes in sexually reproducing organisms.

Gametophyte

The sexual phase in the life cycle of plants and algae that produces gametes, or sex cells.

Liverworts

Non-vascular plants belonging to the division Marchantiophyta, characterized by flat, leaf-like structures on their surface and found in moist, shaded environments.

Thallus

(Pl., thalli) The simple body of an alga, fungus, or nonvascular plant that lacks roots, stems, or leaves (e.g., a liverwort thallus or a lichen thallus).