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When Blacks model is used to value a European option on the spot price of an asset, which of the following is NOT true? Group

When Blacks model is used to value a European option on the spot price of an asset, which of the following is NOT true? Group of answer choices

The underlying asset can be an investment or a consumption asset.

It is necessary to know the futures or forward price for a contract maturing at the same time as the option.

It is not necessary to know the risk-free rate.

It is not necessary to estimate income on the underlying asset.

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