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Empirical evidence so far indicates that one limitation of the Black-Scholes model is that the model tends to _________ under-estimate the value of at-the-money put

Empirical evidence so far indicates that one limitation of the Black-Scholes model is that the model tends to _________

under-estimate the value of at-the-money put index options

over-estimate the value of out-of-the-money put index options

under-estimate the value of out-of-the-money put index options

over-estimate the value of at-the-money put index options

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