N(D2) can be interpreted as the risk neutral probability that the call is in the money. True O False Question 4 0.5 pts The only input for a no-dividends Black-Scholes model is not directly observable. True False P Question 5 0.5 pts A futures or options contract on the VIX is can be used to hedge against market volatility True a False N(d 1) of the Black-Scholes can be interpreted the delta of a call option True False