- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 32. Valuation of Contingent Claims
- Subject 4. Black-Scholes-Merton Option Valuation Model
CFA Practice Question
The BSM model can be described as having two components: a stock component and a bond component. The BSM model call value is ______.
B. the stock component - the bond component
C. the bond component - the stock component
A. the stock component + the bond component
B. the stock component - the bond component
C. the bond component - the stock component
Correct Answer: B
For call options, the stock component is SN(d1) and the bond component is e-rTXN(d2). c = SN(d1) - e-rTXN(d2).
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