If the Simple Return on a Treasury Bill Is 8

question 60

Multiple Choice

If the simple return on a Treasury bill is 8.5 percent,the risk-free rate in the Black-Scholes-Merton model is

• A)8.77 percent
• B)8.93 percent
• C)8.55 percent
• D)8.20 percent
• E)none of the above

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