Question: 6. [2 marks] If S is the price of a traded non-dividend paying stock, could log(S), a > 0, be the price of some traded

6. [2 marks] If S is the price of a traded

6. [2 marks] If S is the price of a traded non-dividend paying stock, could log(S), a > 0, be the price of some traded asset? A. Never B. Yes, for any value of a C. Yes, but only for a > 1 7. [2 marks] If in the Samuelson stock model the expected return doubles, the Black-Scholes option price will: A. Double B. Halve C. Not Change

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6. [2 marks] If S is the price of a traded non-dividend paying stock, could log(S), a > 0, be the price of some traded asset? A. Never B. Yes, for any value of a C. Yes, but only for a > 1

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