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Black-Scholes model is not appropriate to price bond options because Black-Scholes model assumes: A. Log-normal distribution of prices B. Constant volatility C. Interest rate changes

Black-Scholes model is not appropriate to price bond options because Black-Scholes model assumes:

A. Log-normal distribution of prices

B. Constant volatility

C. Interest rate changes are independent of the price of the underlying

D. All of them

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