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What is the Black-Scholes-Merton call price when the volatility is zero? a. infinity b. zero c. the underlying asset price What is the Black-Scholes-Merton call

What is the Black-Scholes-Merton call price when the volatility is zero?

a. infinity

b. zero

c. the underlying asset price

What is the Black-Scholes-Merton call price when the volatility is zero?

a. max [S-K,0]

b. zero

c. the underlying asset price

d. max [S-PV(K),0]

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