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Which one of the following cannot be either used by or calculated by the Black-Scholes option pricing model? Multiple Choice A. Risk-free rate of return

Which one of the following cannot be either used by or calculated by the Black-Scholes option pricing model?

Multiple Choice

A. Risk-free rate of return

B. Premium on an American call option

C. Time to maturity greater than one year

D. Underlying asset value

E. An exercise price equal to the face value of a firms debt

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