The Overnight Indexed Swap (OIS) rate Question 23 (1 point) Using the Black-Scholes-Merton model adjusted for cash flows on the underlying to calculate the price of a call option in which the underlying is priced at 225; the exercise price is 200; the continuous compounded risk-free rate is 5.25 per cent; the time to expiry is 3 years; and the volatility is 0.15 (15%). Calculate the value of the call option if the continuously compounded dividend yield is 2.7 per cent. 40.24 41.28 42.20 43.06 Question 24 (1 point) Which of the following is true? The convenience yield is always positive or zero