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According to Black Scholes model, call option is well exercised on its
Answer & Solution
Correct Answer:
Option
B
According to Black Scholes model, call option is well exercised on its expiry date. Black-Scholes is a pricing model used to determine the fair price or theoretical value for a call or a put option based on six variables such as volatility, type of option, underlying stock price, time, strike price, and risk-free rate.
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