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Which of the following is not an assumption of the Black-Scholes-Merton model? a. There are no transaction costs. b. The stock price follows a normal

Which of the following is not an assumption of the Black-Scholes-Merton model? a. There are no transaction costs. b. The stock price follows a normal distribution. c. There are no risk-free arbitrage opportunities. d. Security trading is continuous.

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