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6. Which of the following is true? A. The volatility skew for equities is much more pronounced now than it was in 1985. B. The

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6. Which of the following is true? A. The volatility skew for equities is much more pronounced now than it was in 1985. B. The volatility skew for equities has a positive gradient C. The volatility skew for equities is consistent with the Black-Scholes-Merton model. D. The volatility skew for equities is similar to that for foreign currencies

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