With regard to the Black/Sholes model and the binomial option-pricing model, which of the following statements is not true? Group of answer choices Allowing for an infinite number of states, the binomial model converges to the B/S model. exp [-Rf*T] is a continuous time discount factor. N(d1) is the hedge ratio for the B/S. For the binomial model, the ratio of the ranges is the hedge ratio. The binomial model is much more accurate that the B/S model.