Biology Forums - Study Force

Which of the following variables are part of the Black-Scholes option pricing model?

I.	the market price of the underlying stock

II.	the volatility of the underlying security

III.	the strike price of the option

IV.	the risk-free rate of interest

V.	the beta of the underlying security

VI.	the time remaining before the option expires

▸ I, II, IV and VI only

▸ I, II and III only

▸ I, II, III, IV and VI only

▸ I, II, III, IV, V and VI

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