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What will happen to the value of call as we increase the number of time intervals in the Binomial model? Select all that apply. A.
What will happen to the value of call as we increase the number of time intervals in the Binomial model?
Select all that apply.
A. It will rapidly converge to the Black-Scholes value.
B. It will slowly converge to the Black-Scholes value.
C. It will not change.
D. It will change.
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