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Which of the Following Is Not True? Choose One)

Question 2

Multiple Choice

Which of the following is not true? choose one)


A) Black's model can be used to value an American-style option on futures.
B) Black's model can be used to value a European-style option on futures.
C) Black's model can be used to value a European-style option on spot.
D) Black's model is widely used by practitioners.

Correct Answer:

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