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The Black-Scholes model assumes that there are: O dividends on the underlying stock during the life of the option O no dividends on the underlying
The Black-Scholes model assumes that there are: O dividends on the underlying stock during the life of the option O no dividends on the underlying stock during the life of the option O changes in the risk-free rate of interest over the life of the option O no dividends on the underlying stock after the option expires
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Principles Of Investments
Authors: Alan Marcus, Zvi Bodie, Michael Drew, Anup Basu, Alex Kane
1st Edition
0071012389, 978-0071012386
