1. In the Black-Scholes option pricing model, N(d1) is the probability that a standard normal random variable takes on a value exceeding d1. A. True
B. False
2. In the Black-Scholes option-pricing model, if volatility increases, the value of a call option will increase but the value of the put option will decrease.
A. True
B. False

What is an example of a good stock to buy during economic expansion? a) cyclical stock b) defensive stock c) income stock d) bond

Which of the following is not an example of one of the four mail advantages of prices on a free market economy

Singer and mcmann are partners in a business. singer’s original capital was $40,000 and mcmann’s was $60,000. they agree to salaries of $12,000 and $18,000 for singer and mcmann respectively and 10% interest on original capital. if they agree to share remaining profits and losses on a 3: 2 ratio, what will mcmann’s share of the income be if the income for the year was $15,000?