Quiz Ch 16 – Unobservable Variable in Black-Scholes Model

Essentials of Investments

Bodie, Kane, and Marcus

12th Edition

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Which factor CANNOT be directly measured or observed among the variables in the Black-Scholes option pricing model?

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  • Search Terms: __________ asset asset b) risk-free black-scholes directly expiration d) variance in interest c) time is model, not observable. a) price of option pricing rate return the to underlying variables
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