In the Black-Scholes option pricing model, the symbol " " is used to represent the standard deviation of the: Multiple Choice option premium on a call with a specified exercise price rate of return on the underlying asset volatity of the risk free rate of retum rate of retum on a nsk-free asset option premium on a put with a specified exercise price. In the Black-Scholes option pricing model, the symbol " " is used to represent the standard deviation of the: Multiple Choice option premium on a call with a specified exercise price rate of return on the underlying asset volatity of the risk free rate of retum rate of retum on a nsk-free asset option premium on a put with a specified exercise price