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10. The Black-Scholes option pricing model makes which of the following assumptions? A Future prices for the underlying asset are log-normally distributed Volatility expands in

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10. The Black-Scholes option pricing model makes which of the following assumptions? A Future prices for the underlying asset are log-normally distributed Volatility expands in accordance with the square root of time B. C. The underlying asset's dividend yield does not exceed the risk free rate D. Answers A and B only

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