The Black-Scholes valuation model shows that higher interest rates result in higher call option valuations. Do these

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The Black-Scholes valuation model shows that higher interest rates result in higher call option valuations. Do these higher interest rates and call valuations imply that put values will also rise?

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Investments An Introduction

ISBN: 978-0324561388

9th Edition

Authors: Herbert B Mayo

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Question Posted: Jun 26, 2012 06:58 AM

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The Black-Scholes valuation model shows that higher interest rates result in higher call option valuations. Do these

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Black Scholes indicates that the value of a call option is related ...View the full answer

Investments An Introduction

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