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26. In the Black-Scholes option pricing formula, the value of a call is inversely related to (a) (b) (c) (d) the risk-free rate the time

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26. In the Black-Scholes option pricing formula, the value of a call is inversely related to (a) (b) (c) (d) the risk-free rate the time to exercise the volatility of the stock the exercise price

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