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Which of the following is assumed by the Black-Scholes-Merton model? 28 Not yet Marke Flag Select one: O a. The return from the stock in

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Which of the following is assumed by the Black-Scholes-Merton model? 28 Not yet Marke Flag Select one: O a. The return from the stock in a short period of time is lognormal O b. The stock price at a future time is lognormal O c The stock price at a future time is normal O d. None of the above

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