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In the Black-Scholes model, the area under a normal distribution up to d2 is captured by the term A. K*N(d2) B. d1 C. N(d2) D.
In the Black-Scholes model, the area under a normal distribution up to d2 is captured by the term
A. | K*N(d2) | |
B. | d1 | |
C. | N(d2) | |
D. | S*N(d1) |
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