According to the Black Scholes option pricing model, option value is a function of stock price, exercise price, time to maturity, interest rate, and volatility of the underlying asset.

Question

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The Black-Scholes model calculates option prices based on these five factors: stock price, exercise price, time to maturity, risk-free interest rate, and volatility of the underlying asset.

According to the Black Scholes Option Pricing Model, Option Value