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anastassius [24]
3 years ago
15

1. In the Black-Scholes option pricing model, N(d1) is the probability that a standard normal random variable takes on a value e

xceeding d1.
A. True
B. False
2. In the Black-Scholes option-pricing model, if volatility increases, the value of a call option will increase but the value of the put option will decrease.
A. True
B. False
Business
1 answer:
grin007 [14]3 years ago
7 0
1. Is False 2. Is True
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