The option delta in the case of Black-Scholes formula is:
A) d1
B) N(d1)
C) d2
D) N(d2)
Correct Answer:
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Q32: If the standard deviation of the annual
Q33: If the standard deviation for annual returns
Q34: If the value of d1 is 1.25,
Q35: If the standard deviation of annual returns
Q36: Then [d1] has a value of (approximately):
A)
Q38: The value of [d1] is (approximately):
A) 0.0226
B)
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Q40: If e is the base of natural
Q41: N(d1) in the Black-Scholes model represents
I. call
Q42: 1 + upside change = u =
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