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- Part 1 Attempt 3/5 for 6 pts. Which of the following statements are true about the Black-Scholes model of option valuation? Check all that apply: It assumes that the dividend yield of the underlying asset is constant. It assumes that the risk-free interest rate is constant. The strike price, time to expiration and standard deviation of the underlying asset's return are directly observable. The stock price of the underlying asset is directly observable. It assumes that the volatility of the underlying asset is constant. Submit