Short-term, risk-free interest rates are assumed to be known and constant over the life of the option

Question:

Short-term, risk-free interest rates are assumed to be known and constant over the life of the option contract. The discount rate on 30-day U.S. government Treasury bills is often used as the risk-free rate in the Black-Scholes model. L01

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: