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standard deviation of 17. In the Black-Scholes mode the: 1, the symbol a' is used to represent the I o, is used to a. option

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standard deviation of 17. In the Black-Scholes mode the: 1, the symbol "a'" is used to represent the I "o", is used to a. option premium on a call with a specified exercise price. b. rate of return on the underlying asset. c. volatility of the risk-free rate of returr. d. rate of return on a risk-free asset. e. option premium on a put with a specified exercise price. rding to

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