Question: The standard normal random variable used in the calculation of cumulative normal probabilities within the Black-Scholes-Merton option pricing model is the d 1 and d

The standard normal random variable used in the calculation of cumulative normal probabilities within the Black-Scholes-Merton option pricing model is

		the d₁ and d₂ statistic
		none of the above
		the z statistic
		the lognormal distribution
		the f distribution

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