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Which one of the following statements is correct concerning the Black-Scholes option pricing model? A) The model assumes a stock pays a constant annual dividend.
Which one of the following statements is correct concerning the Black-Scholes option pricing model? A) The model assumes a stock pays a constant annual dividend. B) The model expresses time in terms of years. C) The model is based on American-style options. D) The model assumes that the current stock price is equal to the strike price. E) The model assumes the put is in-the-money
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