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  3. assuming a risk neutral world, in the black-schole

Assuming a risk neutral world, in the Black-Scholes Merton model, N(d1) can be interpreted as...

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Accounting

Assuming a risk neutral world, in the Black-Scholes Merton model, N(d1) can be interpreted as the following (pick the best answer): Group of answer choices The estimate of how much the price of the call option will change for a $1 change in the underlying asset price The estimate of how much the price of the put option will change for a $1 change in the underlying asset price The probability the call option will be

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