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Which of the following is not a determinant of the value of a call option in the Black-Scholes model? A. The interest rate. B. The
Which of the following is not a determinant of the value of a call option in the Black-Scholes model?
A. The interest rate.
B. The exercise price of the stock.
C. The price of the underlying stock.
D. The beta of the underlying stock
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